+120.8%
ABBV vs TPG
+78.6%
+42.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.1% |
| 7D | -4.1% | -6.5% | +2.4% | -3.8% |
| 30D | +1.2% | +0.1% | +1.1% | +1.2% |
| 3M | +12.1% | +14.5% | -2.4% | +11.2% |
| 6M | +12.0% | +17.3% | -5.3% | +10.9% |
| YTD | +12.4% | -20.5% | +32.9% | +13.6% |
| 1Y | +22.9% | -13.2% | +36.2% | +23.3% |
| 3Y | +86.8% | +87.7% | -1.0% | +76.7% |
| All | +120.8% | +78.6% | +42.2% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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