-44.3%
ADBE vs TSLL
-51.1%
+6.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | 0.0% |
| 7D | -4.4% | +0.5% | -4.9% | -4.7% |
| 30D | -0.2% | +2.7% | -2.9% | -0.9% |
| 3M | -9.9% | +26.3% | -36.2% | -12.0% |
| 6M | -3.5% | -37.2% | +33.7% | -2.2% |
| YTD | -32.1% | -44.2% | +12.1% | -31.1% |
| 1Y | -28.7% | -44.0% | +15.3% | -28.0% |
| 3Y | -60.2% | 0.0% | -60.2% | -66.7% |
| All | -44.3% | -51.1% | +6.8% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling