+22.9%
ABBV vs TLN
-18.5%
+41.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +0.7% |
| 7D | -4.1% | +5.8% | -10.0% | -3.7% |
| 30D | +1.2% | -6.9% | +8.0% | +0.7% |
| 3M | +12.1% | -10.9% | +23.0% | +11.2% |
| 6M | +12.0% | -4.6% | +16.6% | +11.9% |
| YTD | +12.4% | -14.7% | +27.1% | +11.5% |
| 1Y | +22.9% | -17.9% | +40.9% | +21.4% |
| All | +22.9% | -18.5% | +41.4% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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