+128.0%
ABBV vs TMF
-25.3%
+153.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | +8.0% | +19.7% | -11.7% | +6.3% |
| 3M | +20.2% | -2.1% | +22.3% | +20.3% |
| 6M | +44.0% | -13.4% | +57.4% | +45.4% |
| YTD | +31.3% | -16.7% | +48.0% | +33.0% |
| 1Y | +37.0% | -23.3% | +60.3% | +39.7% |
| 3Y | +128.0% | -24.8% | +152.8% | +128.0% |
| All | +128.0% | -25.3% | +153.3% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling