+22.3%
ABBV vs TMF
-21.2%
+43.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.3% | +1.0% | -5.3% | -4.4% |
| 30D | +1.1% | -1.8% | +3.0% | +1.3% |
| 3M | +12.3% | -8.2% | +20.6% | +13.0% |
| 6M | +9.8% | -19.5% | +29.3% | +13.0% |
| YTD | +11.5% | -16.0% | +27.4% | +13.7% |
| 1Y | +22.3% | -22.5% | +44.8% | +27.1% |
| All | +22.3% | -21.2% | +43.4% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling