-37.5%
ADBE vs TSLL
-57.4%
+19.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -11.8% | +5.1% | -5.9% |
| 7D | -8.6% | +1.9% | -10.5% | -8.7% |
| 30D | +2.8% | +17.8% | -15.0% | +1.5% |
| 3M | +3.1% | -37.0% | +40.1% | +5.3% |
| 6M | -2.4% | -37.7% | +35.3% | -1.1% |
| YTD | -23.9% | -51.4% | +27.5% | -21.5% |
| 1Y | -22.6% | -23.4% | +0.8% | -24.2% |
| 3Y | -52.7% | -30.8% | -21.9% | -58.5% |
| All | -37.5% | -57.4% | +19.9% | -43.0% |
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