+187.4%
ABBV vs TDG
+126.1%
+61.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | +0.3% | -1.9% | +2.1% | +0.5% |
| 30D | +3.4% | -7.7% | +11.1% | +4.4% |
| 3M | +15.2% | -9.3% | +24.5% | +16.4% |
| 6M | +14.7% | -9.4% | +24.1% | +15.7% |
| YTD | +15.2% | -14.3% | +29.4% | +16.9% |
| 1Y | +20.4% | -11.8% | +32.2% | +21.6% |
| 3Y | +91.3% | +52.0% | +39.4% | +80.9% |
| All | +187.4% | +126.1% | +61.3% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling