+1,129.0%
ABBV vs TDG
+1,624.2%
-495.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.2% |
| 7D | -4.1% | -2.4% | -1.7% | -3.7% |
| 30D | +1.2% | -8.0% | +9.2% | +2.9% |
| 3M | +12.1% | -10.5% | +22.6% | +14.4% |
| 6M | +12.0% | -11.9% | +23.9% | +14.4% |
| YTD | +12.4% | -15.4% | +27.8% | +15.5% |
| 1Y | +22.9% | -14.2% | +37.1% | +25.8% |
| 3Y | +86.8% | +51.0% | +35.7% | +67.4% |
| 5Y | +181.0% | +126.5% | +54.6% | +125.8% |
| 10Y | +497.0% | +535.6% | -38.6% | +245.1% |
| All | +1,129.0% | +1,624.2% | -495.2% | +419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling