+27.5%
ADM vs TSLQ
-32.4%
+59.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.7% |
| 7D | +4.2% | -16.8% | +21.0% | +4.4% |
| 30D | -12.8% | -18.0% | +5.1% | -12.6% |
| 3M | -8.5% | -34.5% | +26.0% | -8.1% |
| 6M | -10.9% | -8.9% | -2.0% | -11.1% |
| YTD | +29.4% | -19.0% | +48.4% | +28.3% |
| 1Y | +27.5% | -38.2% | +65.7% | +27.5% |
| All | +27.5% | -32.4% | +59.9% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling