+603.7%
ABBV vs TT
+782.6%
-178.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | -0.4% |
| 7D | +1.5% | +1.7% | -0.2% | +1.1% |
| 30D | +6.7% | -11.8% | +18.6% | +9.6% |
| 3M | +19.9% | -12.6% | +32.5% | +23.3% |
| 6M | +47.5% | -9.4% | +56.8% | +49.4% |
| YTD | +32.2% | +8.8% | +23.4% | +27.0% |
| 1Y | +37.8% | -2.5% | +40.4% | +36.3% |
| 3Y | +134.8% | +95.7% | +39.1% | +84.0% |
| 5Y | +203.0% | +135.7% | +67.3% | +118.4% |
| 10Y | +603.7% | +750.6% | -146.9% | +207.3% |
| All | +603.7% | +782.6% | -178.9% | +207.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling