+170.8%
ABBV vs TFC
+15.2%
+155.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.7% |
| 7D | -4.3% | +2.2% | -6.6% | -4.6% |
| 30D | +1.1% | -2.5% | +3.6% | +1.4% |
| 3M | +12.3% | +4.5% | +7.8% | +11.6% |
| 6M | +9.8% | +11.0% | -1.2% | +8.1% |
| YTD | +11.5% | +5.9% | +5.6% | +10.2% |
| 1Y | +22.3% | +14.6% | +7.7% | +19.5% |
| 3Y | +85.2% | +96.7% | -11.6% | +68.3% |
| 5Y | +170.8% | +15.6% | +155.3% | +162.6% |
| All | +170.8% | +15.2% | +155.7% | +162.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling