+497.0%
ABBV vs TFC
+97.4%
+399.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.0% |
| 7D | -4.1% | -1.3% | -2.8% | -3.9% |
| 30D | +1.2% | -2.3% | +3.5% | +1.7% |
| 3M | +12.1% | +2.5% | +9.6% | +11.4% |
| 6M | +12.0% | +9.5% | +2.5% | +9.6% |
| YTD | +12.4% | +5.1% | +7.4% | +10.6% |
| 1Y | +22.9% | +15.5% | +7.5% | +18.3% |
| 3Y | +86.8% | +95.2% | -8.4% | +56.7% |
| 5Y | +181.0% | +14.5% | +166.5% | +161.8% |
| 10Y | +497.0% | +97.2% | +399.8% | +316.2% |
| All | +497.0% | +97.4% | +399.6% | +316.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling