+6.1%
ABT vs TSLQ
-97.2%
+103.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -1.8% |
| 7D | -5.0% | +5.7% | -10.7% | -5.0% |
| 30D | -5.8% | -21.1% | +15.3% | -5.7% |
| 3M | +16.7% | -11.5% | +28.3% | +16.7% |
| 6M | -5.2% | -14.9% | +9.7% | -5.3% |
| YTD | -16.0% | +2.4% | -18.4% | -16.0% |
| 1Y | -18.3% | -49.8% | +31.5% | -18.6% |
| 3Y | +9.2% | -95.8% | +105.0% | +8.2% |
| All | +6.1% | -97.2% | +103.3% | +6.4% |
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