+152.8%
ADI vs TSLQ
-97.2%
+250.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -0.7% |
| 7D | +1.3% | +5.7% | -4.3% | +2.3% |
| 30D | -6.0% | -21.1% | +15.1% | -8.7% |
| 3M | -7.7% | -11.5% | +3.8% | -6.9% |
| 6M | +14.0% | -14.9% | +28.9% | +16.5% |
| YTD | +34.4% | +2.4% | +32.0% | +42.1% |
| 1Y | +48.0% | -49.8% | +97.7% | +43.7% |
| 3Y | +113.3% | -95.8% | +209.1% | +75.1% |
| All | +152.8% | -97.2% | +250.0% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling