+1,354.0%
ABBV vs TFC
+183.8%
+1,170.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +1.3% | +2.3% | -1.0% | +0.7% |
| 30D | +4.7% | +10.8% | -6.1% | +2.0% |
| 3M | +18.3% | -3.8% | +22.1% | +19.3% |
| 6M | +43.4% | +9.6% | +33.8% | +39.8% |
| YTD | +33.0% | +5.8% | +27.2% | +30.2% |
| 1Y | +30.8% | +16.2% | +14.6% | +25.1% |
| 3Y | +135.1% | +96.0% | +39.1% | +92.5% |
| 5Y | +201.2% | +1.7% | +199.5% | +187.9% |
| 10Y | +602.7% | +79.9% | +522.8% | +400.0% |
| All | +1,354.0% | +183.8% | +1,170.2% | +711.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling