-51.9%
TSLL vs ABBV
+104.1%
-156.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.0% | +10.9% | +7.7% |
| 7D | +5.8% | -4.3% | +10.1% | +5.6% |
| 30D | +21.7% | +1.1% | +20.6% | +21.9% |
| 3M | -28.2% | +12.3% | -40.5% | -28.3% |
| 6M | -29.5% | +9.8% | -39.2% | -29.6% |
| YTD | -47.5% | +11.5% | -59.0% | -47.6% |
| 1Y | -20.8% | +22.3% | -43.1% | -21.3% |
| 3Y | -26.7% | +85.2% | -111.9% | -28.3% |
| All | -51.9% | +104.1% | -156.0% | -55.9% |
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