-56.8%
TSLL vs ABCL
+0.7%
-57.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.7% | +1.9% | +5.9% |
| 7D | -21.2% | -3.2% | -18.0% | -20.1% |
| 30D | -13.3% | -7.4% | -5.9% | -10.6% |
| 3M | +15.4% | +81.9% | -66.5% | -13.9% |
| 6M | -34.2% | +135.7% | -169.9% | -58.1% |
| YTD | -52.9% | +247.4% | -300.3% | -75.6% |
| 1Y | -54.3% | +162.3% | -216.6% | -73.1% |
| 3Y | -18.4% | +165.5% | -183.8% | -59.1% |
| All | -56.8% | +0.7% | -57.5% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling