+201.6%
ABBV vs TMF
-88.6%
+290.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | +1.3% | -9.3% | +10.5% | +1.6% |
| 30D | +4.7% | +1.9% | +2.8% | +4.6% |
| 3M | +18.3% | -11.2% | +29.6% | +18.8% |
| 6M | +43.4% | -17.7% | +61.1% | +44.1% |
| YTD | +33.0% | -24.5% | +57.4% | +34.0% |
| 1Y | +30.8% | -29.4% | +60.2% | +32.1% |
| 3Y | +135.1% | -33.4% | +168.6% | +137.2% |
| All | +201.6% | -88.6% | +290.2% | +181.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling