+200.0%
ABBV vs TTD
-83.8%
+283.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +15.5% | -14.8% | +0.6% |
| 7D | +1.5% | +19.0% | -17.4% | +1.5% |
| 30D | +6.7% | +23.6% | -16.9% | +6.6% |
| 3M | +19.9% | +8.2% | +11.8% | +19.9% |
| 6M | +47.5% | -35.3% | +82.8% | +47.6% |
| YTD | +32.2% | -60.7% | +92.9% | +32.7% |
| 1Y | +37.8% | -65.3% | +103.1% | +38.5% |
| 3Y | +134.8% | -80.6% | +215.3% | +135.1% |
| All | +200.0% | -83.8% | +283.8% | +198.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling