+95.6%
ABBV vs TSLQ
-97.2%
+192.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.6% |
| 7D | -2.0% | +5.7% | -7.7% | -2.0% |
| 30D | +2.0% | -21.1% | +23.0% | +2.0% |
| 3M | +14.2% | -11.5% | +25.7% | +14.1% |
| 6M | +14.1% | -14.9% | +29.0% | +14.0% |
| YTD | +14.2% | +2.4% | +11.8% | +14.2% |
| 1Y | +24.2% | -49.8% | +74.0% | +23.9% |
| 3Y | +89.8% | -95.8% | +185.6% | +88.7% |
| All | +95.6% | -97.2% | +192.8% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling