+598.0%
ABBV vs TTD
+455.8%
+142.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.3% | +0.2% |
| 7D | +0.1% | +20.8% | -20.7% | -0.9% |
| 30D | +5.6% | +33.8% | -28.3% | +4.0% |
| 3M | +18.7% | +17.8% | +0.8% | +17.6% |
| 6M | +47.4% | -25.7% | +73.1% | +48.7% |
| YTD | +33.0% | -57.9% | +90.9% | +37.6% |
| 1Y | +34.9% | -63.8% | +98.8% | +40.7% |
| 3Y | +135.2% | -75.0% | +210.2% | +143.3% |
| 5Y | +202.1% | -82.5% | +284.6% | +209.6% |
| 10Y | +602.6% | +527.9% | +74.7% | +418.5% |
| All | +598.0% | +455.8% | +142.2% | +415.3% |
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