-56.8%
TSLL vs ABBV
+140.5%
-197.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.1% | +7.6% | +8.7% |
| 7D | -21.2% | -1.2% | -20.0% | -21.3% |
| 30D | -13.3% | +8.0% | -21.3% | -12.9% |
| 3M | +15.4% | +20.2% | -4.8% | +16.7% |
| 6M | -34.2% | +44.0% | -78.2% | -33.9% |
| YTD | -52.9% | +31.3% | -84.2% | -52.6% |
| 1Y | -54.3% | +37.0% | -91.3% | -54.1% |
| 3Y | -18.4% | +128.0% | -146.3% | -19.7% |
| All | -56.8% | +140.5% | -197.3% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling