+485.4%
ABBV vs TMF
-86.8%
+572.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.3% | +1.0% | -5.3% | -4.3% |
| 30D | +1.1% | -1.8% | +3.0% | +1.0% |
| 3M | +12.3% | -8.2% | +20.6% | +11.9% |
| 6M | +9.8% | -19.5% | +29.3% | +8.7% |
| YTD | +11.5% | -16.0% | +27.4% | +10.6% |
| 1Y | +22.3% | -22.5% | +44.8% | +20.9% |
| 3Y | +85.2% | -42.3% | +127.4% | +80.8% |
| 5Y | +170.8% | -87.7% | +258.5% | +127.1% |
| 10Y | +485.4% | -86.5% | +571.9% | +440.6% |
| All | +485.4% | -86.8% | +572.3% | +440.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling