-32.4%
ADBE vs TSLQ
-97.2%
+64.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.3% |
| 7D | -5.4% | -6.6% | +1.2% | -5.8% |
| 30D | -2.5% | -24.3% | +21.8% | -4.1% |
| 3M | +15.3% | -3.6% | +18.9% | +16.3% |
| 6M | -7.8% | -12.0% | +4.1% | -7.1% |
| YTD | -27.9% | +1.4% | -29.3% | -26.1% |
| 1Y | -28.0% | -43.6% | +15.5% | -29.3% |
| 3Y | -55.3% | -95.4% | +40.1% | -60.6% |
| All | -32.4% | -97.2% | +64.8% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling