+201.6%
ABBV vs TSN
-14.8%
+216.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +1.3% | -1.4% | +2.7% | +1.6% |
| 30D | +4.7% | +8.5% | -3.8% | +3.1% |
| 3M | +18.3% | +5.3% | +13.1% | +17.1% |
| 6M | +43.4% | -10.5% | +53.9% | +45.9% |
| YTD | +33.0% | +3.0% | +30.0% | +31.6% |
| 1Y | +30.8% | +12.1% | +18.7% | +27.2% |
| 3Y | +135.1% | +43.1% | +92.0% | +121.3% |
| All | +201.6% | -14.8% | +216.4% | +201.8% |
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