+182.6%
ABBV vs TTMI
+812.3%
-629.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +0.9% |
| 7D | -4.1% | +7.5% | -11.6% | -4.1% |
| 30D | +1.2% | -4.5% | +5.7% | +1.2% |
| 3M | +12.1% | -28.5% | +40.6% | +12.4% |
| 6M | +12.0% | +28.4% | -16.3% | +10.2% |
| YTD | +12.4% | +80.1% | -67.7% | +9.5% |
| 1Y | +22.9% | +161.0% | -138.1% | +17.9% |
| 3Y | +86.8% | +862.4% | -775.7% | +66.7% |
| All | +182.6% | +812.3% | -629.7% | +146.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling