-44.5%
ADBE vs TSLL
-53.8%
+9.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -3.8% | -11.0% | +7.2% | -3.3% |
| 30D | -2.3% | -5.3% | +3.0% | -2.4% |
| 3M | -13.3% | +20.8% | -34.1% | -15.1% |
| 6M | -6.5% | -36.0% | +29.5% | -5.5% |
| YTD | -32.4% | -47.3% | +14.9% | -31.1% |
| 1Y | -28.0% | -48.4% | +20.4% | -26.9% |
| 3Y | -60.4% | -5.4% | -54.9% | -66.7% |
| All | -44.5% | -53.8% | +9.3% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling