+85.2%
ABBV vs TSN
+13.0%
+72.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.4% |
| 7D | -4.3% | -5.0% | +0.7% | -3.3% |
| 30D | +1.1% | -9.1% | +10.2% | +3.1% |
| 3M | +12.3% | -7.4% | +19.7% | +14.0% |
| 6M | +9.8% | -13.4% | +23.2% | +12.7% |
| YTD | +11.5% | -8.5% | +19.9% | +12.8% |
| 1Y | +22.3% | -3.2% | +25.5% | +21.8% |
| 3Y | +85.2% | +11.5% | +73.7% | +80.0% |
| All | +85.2% | +13.0% | +72.2% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 3y: compounded portfolio wealth divided by compounded TSN 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…
3y analysis · Full analysis span regression · 6 months rolling