+1,345.5%
ABBV vs TMF
-78.3%
+1,423.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.5% | +0.6% | +0.9% | +1.6% |
| 30D | +6.7% | +16.3% | -9.6% | +7.8% |
| 3M | +19.9% | -2.7% | +22.6% | +19.8% |
| 6M | +47.5% | -13.2% | +60.6% | +46.3% |
| YTD | +32.2% | -16.7% | +48.9% | +30.9% |
| 1Y | +37.8% | -22.7% | +60.6% | +35.8% |
| 3Y | +134.8% | -26.1% | +160.9% | +133.1% |
| 5Y | +203.0% | -88.4% | +291.4% | +150.2% |
| 10Y | +603.7% | -81.8% | +685.5% | +550.7% |
| All | +1,345.5% | -78.3% | +1,423.8% | +1,292.4% |
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