+181.0%
ABBV vs TSN
-20.2%
+201.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -4.1% | -7.3% | +3.2% | -2.9% |
| 30D | +1.2% | -8.6% | +9.8% | +2.8% |
| 3M | +12.1% | -7.5% | +19.6% | +13.5% |
| 6M | +12.0% | -14.1% | +26.2% | +14.7% |
| YTD | +12.4% | -9.4% | +21.8% | +13.9% |
| 1Y | +22.9% | -4.1% | +27.0% | +23.0% |
| 3Y | +86.8% | +10.3% | +76.4% | +83.1% |
| 5Y | +181.0% | -19.7% | +200.7% | +180.6% |
| All | +181.0% | -20.2% | +201.2% | +180.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling