+34.4%
ABBV vs TTD
-64.4%
+98.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.2% |
| 7D | +2.8% | +19.9% | -17.1% | +3.0% |
| 30D | +7.0% | +27.6% | -20.7% | +7.3% |
| 3M | +19.2% | +15.2% | +4.1% | +19.6% |
| 6M | +47.8% | -33.2% | +80.9% | +45.0% |
| YTD | +32.5% | -59.4% | +91.9% | +26.6% |
| All | +34.4% | -64.4% | +98.8% | +30.0% |
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