+128.0%
ABBV vs TT
+89.7%
+38.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +1.0% |
| 7D | -1.2% | -2.0% | +0.8% | -1.2% |
| 30D | +8.0% | -14.0% | +22.0% | +8.3% |
| 3M | +20.2% | -15.9% | +36.1% | +20.7% |
| 6M | +44.0% | -17.3% | +61.3% | +44.6% |
| YTD | +31.3% | +4.0% | +27.4% | +29.4% |
| 1Y | +37.0% | -7.1% | +44.1% | +36.2% |
| 3Y | +128.0% | +90.2% | +37.7% | +95.3% |
| All | +128.0% | +89.7% | +38.2% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling