+503.1%
ABBV vs TTD
+401.9%
+101.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +2.9% | -1.2% |
| 7D | +0.4% | +6.3% | -6.0% | +0.1% |
| 30D | +4.2% | -23.9% | +28.1% | +5.3% |
| 3M | +14.8% | -31.4% | +46.2% | +16.6% |
| 6M | +10.3% | -42.7% | +52.9% | +12.6% |
| YTD | +14.9% | -62.0% | +76.9% | +19.6% |
| 1Y | +24.1% | -72.2% | +96.3% | +31.2% |
| 3Y | +91.9% | -81.9% | +173.9% | +102.1% |
| 5Y | +176.0% | -81.5% | +257.6% | +179.0% |
| All | +503.1% | +401.9% | +101.2% | +348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling