-21.4%
ABT vs TSLQ
-49.6%
+28.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.3% |
| 7D | -5.9% | -6.6% | +0.7% | -5.6% |
| 30D | -8.1% | -24.3% | +16.2% | -7.2% |
| 3M | +14.5% | -3.6% | +18.1% | +14.1% |
| 6M | -6.3% | -12.0% | +5.7% | -7.2% |
| YTD | -17.1% | +1.4% | -18.5% | -18.3% |
| 1Y | -21.4% | -43.6% | +22.2% | -22.6% |
| All | -21.4% | -49.6% | +28.3% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling