+97.3%
ABBV vs TSLQ
-97.2%
+194.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.8% |
| 7D | +0.3% | -6.6% | +6.9% | +0.3% |
| 30D | +3.4% | -24.3% | +27.7% | +3.4% |
| 3M | +15.2% | -3.6% | +18.8% | +15.2% |
| 6M | +14.7% | -12.0% | +26.6% | +14.6% |
| YTD | +15.2% | +1.4% | +13.8% | +15.1% |
| 1Y | +20.4% | -43.6% | +63.9% | +20.2% |
| 3Y | +91.3% | -95.4% | +186.7% | +90.1% |
| All | +97.3% | -97.2% | +194.5% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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