-52.1%
TSLL vs ABBV
+142.1%
-194.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.7% | +10.2% | +10.9% |
| 7D | -14.3% | +1.5% | -15.9% | -14.2% |
| 30D | -6.2% | +6.7% | -12.9% | -5.8% |
| 3M | +21.2% | +19.9% | +1.2% | +22.5% |
| 6M | -36.6% | +47.5% | -84.0% | -36.3% |
| YTD | -47.8% | +32.2% | -80.0% | -47.4% |
| 1Y | -45.2% | +37.8% | -83.1% | -44.9% |
| 3Y | -3.3% | +134.8% | -138.0% | -5.0% |
| All | -52.1% | +142.1% | -194.2% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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