+383.5%
ABBV vs TXG
+27.0%
+356.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.7% |
| 7D | +0.3% | +9.5% | -9.2% | -0.2% |
| 30D | +3.4% | +18.8% | -15.4% | +2.5% |
| 3M | +15.2% | +136.1% | -120.9% | +10.4% |
| 6M | +14.7% | +235.2% | -220.6% | +7.7% |
| YTD | +15.2% | +320.5% | -305.3% | +6.8% |
| 1Y | +20.4% | +425.2% | -404.8% | +9.8% |
| 3Y | +91.3% | +42.9% | +48.5% | +80.4% |
| 5Y | +189.6% | -62.8% | +252.4% | +186.6% |
| All | +383.5% | +27.0% | +356.5% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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