-35.3%
TSLL vs ABCL
+104.5%
-139.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.6% | -11.4% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +17.8% | +93.1% | -75.3% | -12.3% |
| 3M | -37.0% | +79.4% | -116.4% | -52.4% |
| 6M | -37.7% | +214.9% | -252.5% | -63.8% |
| YTD | -51.4% | +234.2% | -285.6% | -73.4% |
| 1Y | -23.4% | +174.8% | -198.1% | -54.4% |
| All | -35.3% | +104.5% | -139.8% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling