-24.9%
TSLL vs ABT
+26.6%
-51.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.7% | -20.2% | -22.4% |
| 7D | -28.9% | +8.6% | -37.5% | -26.8% |
| 30D | -21.4% | +16.4% | -37.9% | -17.2% |
| 3M | +5.0% | +8.1% | -3.1% | +8.1% |
| 6M | -36.6% | +32.1% | -68.6% | -29.9% |
| YTD | -56.6% | -7.1% | -49.6% | -55.3% |
| 1Y | -60.9% | -6.5% | -54.4% | -59.5% |
| All | -24.9% | +26.6% | -51.5% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling