-48.9%
TSLL vs ABBV
+143.5%
-192.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.8% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +2.7% | +5.6% | -2.9% | +3.0% |
| 3M | +26.3% | +18.7% | +7.6% | +27.6% |
| 6M | -37.2% | +47.4% | -84.6% | -36.8% |
| YTD | -44.2% | +33.0% | -77.2% | -43.8% |
| 1Y | -44.0% | +34.9% | -78.9% | -43.6% |
| 3Y | 0.0% | +135.2% | -135.1% | -1.7% |
| All | -48.9% | +143.5% | -192.4% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling