+37.5%
ADM vs TSLQ
-97.2%
+134.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.5% |
| 7D | +3.0% | +5.7% | -2.7% | +3.2% |
| 30D | +8.7% | -21.1% | +29.8% | +8.1% |
| 3M | +7.6% | -11.5% | +19.1% | +7.7% |
| 6M | +26.9% | -14.9% | +41.8% | +27.2% |
| YTD | +54.3% | +2.4% | +51.9% | +55.8% |
| 1Y | +45.7% | -49.8% | +95.4% | +43.6% |
| 3Y | +21.9% | -95.8% | +117.7% | +14.0% |
| All | +37.5% | -97.2% | +134.7% | +39.1% |
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