-49.1%
TSLL vs ABT
+9.6%
-58.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.6% |
| 7D | +17.8% | -1.3% | +19.1% | +17.8% |
| 30D | +8.2% | +6.0% | +2.2% | +8.6% |
| 3M | +20.9% | -1.9% | +22.7% | +21.0% |
| 6M | -37.5% | +31.2% | -68.7% | -37.9% |
| YTD | -44.5% | -11.2% | -33.3% | -42.1% |
| 1Y | -33.0% | -14.0% | -19.0% | -29.8% |
| 3Y | -6.4% | +20.7% | -27.0% | -14.4% |
| All | -49.1% | +9.6% | -58.7% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling