+170.8%
ABBV vs TTD
-81.3%
+252.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -3.0% |
| 7D | -4.3% | +1.7% | -6.1% | -4.3% |
| 30D | +1.1% | +1.6% | -0.5% | +1.1% |
| 3M | +12.3% | -27.8% | +40.2% | +12.3% |
| 6M | +9.8% | -52.1% | +61.9% | +9.9% |
| YTD | +11.5% | -63.1% | +74.5% | +11.7% |
| 1Y | +22.3% | -73.1% | +95.3% | +22.7% |
| 3Y | +85.2% | -83.3% | +168.5% | +85.2% |
| 5Y | +170.8% | -80.6% | +251.4% | +169.5% |
| All | +170.8% | -81.3% | +252.1% | +169.5% |
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