-55.4%
TSLL vs ABBV
+110.4%
-165.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.4% | -11.9% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | +17.8% | +4.2% | +13.6% | +18.1% |
| 3M | -37.0% | +14.8% | -51.8% | -37.0% |
| 6M | -37.7% | +10.3% | -47.9% | -37.7% |
| YTD | -51.4% | +14.9% | -66.3% | -51.4% |
| 1Y | -23.4% | +24.1% | -47.5% | -23.7% |
| 3Y | -30.8% | +91.9% | -122.7% | -32.1% |
| All | -55.4% | +110.4% | -165.8% | -59.1% |
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