+155.4%
ADI vs TSLQ
-97.3%
+252.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.6% | -8.0% | +10.6% | +1.5% |
| 30D | -4.6% | -23.8% | +19.2% | -7.9% |
| 3M | -9.5% | -7.0% | -2.5% | -7.9% |
| 6M | +14.8% | -17.1% | +32.0% | +16.9% |
| YTD | +35.8% | +0.1% | +35.8% | +43.1% |
| 1Y | +48.9% | -51.2% | +100.1% | +44.0% |
| 3Y | +115.6% | -95.9% | +211.5% | +76.4% |
| All | +155.4% | -97.3% | +252.7% | +114.2% |
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