+12.3%
ADM vs TSLQ
-97.9%
+110.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | 0.0% |
| 7D | +0.7% | -26.6% | +27.3% | -0.1% |
| 30D | -14.7% | -17.5% | +2.8% | -15.0% |
| 3M | -10.4% | -41.7% | +31.3% | -11.5% |
| 6M | -10.9% | -16.9% | +6.0% | -10.7% |
| YTD | +26.0% | -21.9% | +47.9% | +26.6% |
| 1Y | +26.5% | -32.5% | +59.0% | +26.6% |
| 3Y | +8.2% | -97.2% | +105.4% | -0.3% |
| All | +12.3% | -97.9% | +110.1% | +13.0% |
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