+40.7%
ABBV vs TTD
-72.7%
+113.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +3.1% |
| 7D | +3.1% | +3.7% | -0.6% | +3.2% |
| 30D | +11.6% | +10.4% | +1.2% | +11.8% |
| 3M | +21.7% | -31.6% | +53.3% | +20.5% |
| 6M | +43.5% | -45.1% | +88.6% | +40.6% |
| YTD | +32.9% | -65.1% | +98.0% | +28.3% |
| 1Y | +40.7% | -72.0% | +112.6% | +39.8% |
| All | +40.7% | -72.7% | +113.3% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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