+40.7%
ABBV vs TKO
+5.6%
+35.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.3% | +2.8% |
| 7D | +3.1% | +11.3% | -8.2% | +2.3% |
| 30D | +11.6% | +9.3% | +2.3% | +10.9% |
| 3M | +21.7% | +5.3% | +16.4% | +21.1% |
| 6M | +43.5% | +4.9% | +38.7% | +42.7% |
| YTD | +32.9% | -6.3% | +39.2% | +32.3% |
| 1Y | +40.7% | +4.9% | +35.7% | +39.9% |
| All | +40.7% | +5.6% | +35.0% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling