+1,156.2%
ABBV vs TMF
-78.1%
+1,234.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +0.4% | -1.4% | +1.8% | +0.3% |
| 30D | +4.2% | -2.8% | +7.0% | +4.0% |
| 3M | +14.8% | -10.9% | +25.7% | +14.0% |
| 6M | +10.3% | -21.3% | +31.6% | +8.7% |
| YTD | +14.9% | -15.9% | +30.8% | +13.8% |
| 1Y | +24.1% | -15.7% | +39.9% | +23.0% |
| 3Y | +91.9% | -43.4% | +135.3% | +86.1% |
| 5Y | +176.0% | -87.8% | +263.8% | +129.9% |
| 10Y | +502.9% | -86.7% | +589.7% | +437.5% |
| All | +1,156.2% | -78.1% | +1,234.3% | +1,110.4% |
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