+485.4%
ABBV vs TT
+899.5%
-414.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -4.3% | +1.6% | -5.9% | -4.7% |
| 30D | +1.1% | -7.3% | +8.4% | +2.9% |
| 3M | +12.3% | -2.6% | +14.9% | +12.4% |
| 6M | +9.8% | +5.9% | +3.9% | +7.1% |
| YTD | +11.5% | +15.4% | -3.9% | +6.0% |
| 1Y | +22.3% | +8.2% | +14.0% | +18.0% |
| 3Y | +85.2% | +122.7% | -37.5% | +39.7% |
| 5Y | +170.8% | +145.0% | +25.9% | +94.2% |
| 10Y | +485.4% | +893.7% | -408.3% | +139.2% |
| All | +485.4% | +899.5% | -414.1% | +139.2% |
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 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