-46.0%
TSLL vs ABCL
+138.2%
-184.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.8% | -7.1% | -6.6% |
| 7D | -9.4% | -10.0% | +0.5% | -7.0% |
| 30D | +1.6% | -10.9% | +12.5% | +4.3% |
| 3M | +29.4% | +101.6% | -72.2% | -0.1% |
| 6M | -20.1% | +167.5% | -187.7% | -46.9% |
| YTD | -44.5% | +259.1% | -303.6% | -67.9% |
| 1Y | -46.0% | +152.2% | -198.2% | -59.2% |
| All | -46.0% | +138.2% | -184.2% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling