+602.6%
ABBV vs TFC
+81.3%
+521.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.1% | -1.2% | +1.3% | +0.3% |
| 30D | +5.6% | +7.8% | -2.2% | +3.9% |
| 3M | +18.7% | -3.0% | +21.6% | +19.3% |
| 6M | +47.4% | +5.8% | +41.6% | +45.3% |
| YTD | +33.0% | +5.3% | +27.7% | +30.7% |
| 1Y | +34.9% | +15.7% | +19.2% | +29.9% |
| 3Y | +135.2% | +94.8% | +40.4% | +98.5% |
| 5Y | +202.1% | 0.0% | +202.0% | +192.9% |
| 10Y | +602.6% | +79.0% | +523.6% | +489.7% |
| All | +602.6% | +81.3% | +521.3% | +489.7% |
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