-51.7%
TSLL vs ABBV
+142.6%
-194.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -11.0% | +2.8% | -13.8% | -10.9% |
| 30D | -5.3% | +7.0% | -12.2% | -4.9% |
| 3M | +20.8% | +19.2% | +1.6% | +22.1% |
| 6M | -36.0% | +47.8% | -83.8% | -35.7% |
| YTD | -47.3% | +32.5% | -79.8% | -46.9% |
| 1Y | -48.4% | +38.4% | -86.8% | -48.2% |
| 3Y | -5.4% | +134.3% | -139.7% | -7.1% |
| All | -51.7% | +142.6% | -194.3% | -55.3% |
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