-52.8%
ADBE vs TSLL
-30.6%
-22.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -11.8% | +5.1% | -6.1% |
| 7D | -8.6% | +1.9% | -10.5% | -8.7% |
| 30D | +2.8% | +17.8% | -15.0% | +1.9% |
| 3M | +3.1% | -37.0% | +40.1% | +4.7% |
| 6M | -2.4% | -37.7% | +35.3% | -1.5% |
| YTD | -23.9% | -51.4% | +27.5% | -22.1% |
| 1Y | -22.6% | -23.4% | +0.8% | -23.8% |
| All | -52.8% | -30.6% | -22.2% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling