-60.9%
TSLL vs ABCL
+127.6%
-188.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.4% | -12.5% | -19.0% |
| 7D | -28.9% | -14.9% | -14.0% | -25.2% |
| 30D | -21.4% | -15.4% | -6.1% | -17.3% |
| 3M | +5.0% | +88.0% | -83.0% | -17.3% |
| 6M | -36.6% | +138.8% | -175.4% | -56.4% |
| YTD | -56.6% | +225.4% | -282.1% | -74.5% |
| 1Y | -60.9% | +137.3% | -198.2% | -70.5% |
| All | -60.9% | +127.6% | -188.5% | -70.5% |
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