+1,335.7%
ABBV vs TMF
-78.3%
+1,414.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -1.2% | +1.2% | -2.4% | -1.1% |
| 30D | +8.0% | +19.7% | -11.7% | +9.2% |
| 3M | +20.2% | -2.1% | +22.3% | +20.1% |
| 6M | +44.0% | -13.4% | +57.4% | +42.8% |
| YTD | +31.3% | -16.7% | +48.0% | +30.0% |
| 1Y | +37.0% | -23.3% | +60.3% | +34.9% |
| 3Y | +128.0% | -24.8% | +152.8% | +126.8% |
| 5Y | +196.9% | -88.0% | +285.0% | +146.3% |
| 10Y | +681.2% | -84.7% | +766.0% | +608.6% |
| All | +1,335.7% | -78.3% | +1,414.0% | +1,282.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling