-28.3%
ADBE vs TSLL
-24.5%
-3.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.9% | -11.3% | -3.6% |
| 7D | -10.1% | +5.8% | -15.9% | -10.0% |
| 30D | -3.0% | +21.7% | -24.7% | -2.9% |
| 3M | +5.0% | -28.2% | +33.2% | +5.1% |
| 6M | -9.3% | -29.5% | +20.2% | -10.0% |
| YTD | -26.5% | -47.5% | +21.0% | -26.6% |
| 1Y | -28.3% | -20.8% | -7.5% | -27.2% |
| All | -28.3% | -24.5% | -3.7% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling