-48.9%
TSLL vs ABT
-9.7%
-39.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.5% | +10.4% | +11.1% |
| 7D | -14.3% | +0.3% | -14.6% | -14.0% |
| 30D | -6.2% | +11.6% | -17.8% | -1.2% |
| 3M | +21.2% | +3.1% | +18.1% | +23.4% |
| 6M | -36.6% | +32.8% | -69.4% | -28.8% |
| YTD | -47.8% | -9.6% | -38.2% | -43.8% |
| All | -48.9% | -9.7% | -39.2% | -45.7% |
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