+504.9%
ABBV vs TTMI
+1,127.6%
-622.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.5% | +0.6% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | +3.4% | -8.4% | +11.8% | +3.8% |
| 3M | +15.2% | -32.5% | +47.7% | +17.9% |
| 6M | +14.7% | +32.5% | -17.8% | +8.8% |
| YTD | +15.2% | +83.2% | -68.1% | +4.9% |
| 1Y | +20.4% | +161.7% | -141.3% | +4.1% |
| 3Y | +91.3% | +890.1% | -798.8% | +34.3% |
| 5Y | +189.6% | +832.4% | -642.9% | +98.1% |
| All | +504.9% | +1,127.6% | -622.7% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling