-31.0%
ADBE vs TSLQ
-97.3%
+66.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.0% | +4.5% | -4.1% |
| 7D | -10.1% | -8.6% | -1.5% | -10.5% |
| 30D | -3.0% | -24.9% | +21.9% | -4.6% |
| 3M | +5.0% | -1.5% | +6.5% | +6.2% |
| 6M | -9.3% | -18.1% | +8.8% | -9.1% |
| YTD | -26.5% | -0.1% | -26.4% | -24.7% |
| 1Y | -28.3% | -51.4% | +23.1% | -30.5% |
| 3Y | -54.1% | -95.9% | +41.8% | -60.6% |
| All | -31.0% | -97.3% | +66.2% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling