-43.9%
ADBE vs TSLL
-58.7%
+14.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.6% | -11.5% | -3.5% |
| 7D | -4.4% | -21.2% | +16.8% | -3.0% |
| 30D | +2.8% | -13.3% | +16.1% | +3.3% |
| 3M | -8.0% | +15.4% | -23.4% | -9.6% |
| 6M | -4.3% | -34.2% | +29.9% | -3.7% |
| YTD | -31.6% | -52.9% | +21.3% | -29.8% |
| 1Y | -26.9% | -54.3% | +27.4% | -25.1% |
| 3Y | -57.7% | -18.4% | -39.3% | -64.0% |
| All | -43.9% | -58.7% | +14.8% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling