+179.2%
ABBV vs TT
+147.0%
+32.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.5% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +4.2% | -7.2% | +11.3% | +5.0% |
| 3M | +14.8% | -3.0% | +17.8% | +14.9% |
| 6M | +10.3% | +1.4% | +8.9% | +9.5% |
| YTD | +14.9% | +15.9% | -1.0% | +11.9% |
| 1Y | +24.1% | +9.4% | +14.7% | +21.8% |
| 3Y | +91.9% | +124.4% | -32.4% | +63.8% |
| All | +179.2% | +147.0% | +32.2% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling