-34.2%
TSLL vs ABBV
+43.2%
-77.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.1% | +7.6% | +9.2% |
| 7D | -21.2% | -1.2% | -20.0% | -21.9% |
| 30D | -13.3% | +8.0% | -21.3% | -8.2% |
| 3M | +15.4% | +20.2% | -4.8% | +34.4% |
| 6M | -34.2% | +44.0% | -78.2% | -20.0% |
| All | -34.2% | +43.2% | -77.4% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling