+602.8%
ABBV vs TFC
+77.1%
+525.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +8.0% | +8.6% | -0.7% | +6.0% |
| 3M | +19.1% | -4.3% | +23.4% | +20.1% |
| 6M | +43.5% | +5.4% | +38.1% | +41.6% |
| YTD | +32.7% | +4.5% | +28.2% | +30.7% |
| 1Y | +30.0% | +14.0% | +16.0% | +25.6% |
| 3Y | +134.7% | +93.4% | +41.4% | +98.5% |
| 5Y | +200.6% | +0.5% | +200.2% | +191.1% |
| All | +602.8% | +77.1% | +525.7% | +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