+40.7%
ABBV vs TT
-6.5%
+47.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +2.9% |
| 7D | +3.1% | -8.5% | +11.6% | +2.4% |
| 30D | +11.6% | -12.8% | +24.4% | +10.6% |
| 3M | +21.7% | -12.9% | +34.5% | +20.7% |
| 6M | +43.5% | -15.2% | +58.8% | +42.5% |
| YTD | +32.9% | +6.2% | +26.7% | +30.4% |
| 1Y | +40.7% | -4.5% | +45.2% | +41.2% |
| All | +40.7% | -6.5% | +47.1% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling