+85.2%
ABBV vs TFC
+98.6%
-13.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.6% |
| 7D | -4.3% | +2.2% | -6.6% | -4.7% |
| 30D | +1.1% | -2.5% | +3.6% | +1.5% |
| 3M | +12.3% | +4.5% | +7.8% | +11.4% |
| 6M | +9.8% | +11.0% | -1.2% | +7.7% |
| YTD | +11.5% | +5.9% | +5.6% | +9.8% |
| 1Y | +22.3% | +14.6% | +7.7% | +18.6% |
| 3Y | +85.2% | +96.7% | -11.6% | +64.9% |
| All | +85.2% | +98.6% | -13.4% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling