-23.4%
TSLL vs ABT
-16.1%
-7.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -12.0% |
| 7D | +1.9% | -3.7% | +5.6% | +0.4% |
| 30D | +17.8% | +2.5% | +15.3% | +19.2% |
| 3M | -37.0% | +20.2% | -57.2% | -31.7% |
| 6M | -37.7% | -2.9% | -34.7% | -31.6% |
| YTD | -51.4% | -11.9% | -39.4% | -48.4% |
| 1Y | -23.4% | -16.5% | -6.8% | -14.4% |
| All | -23.4% | -16.1% | -7.2% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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