+33.8%
ADM vs TSLQ
-97.0%
+130.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.0% | -11.7% | +0.6% |
| 7D | +3.8% | -5.8% | +9.5% | +3.6% |
| 30D | +9.8% | -22.1% | +31.8% | +9.1% |
| 3M | +2.1% | +10.1% | -7.9% | +2.9% |
| 6M | +27.5% | -6.8% | +34.3% | +28.2% |
| YTD | +50.2% | +8.5% | +41.7% | +51.9% |
| 1Y | +40.6% | -49.7% | +90.3% | +38.6% |
| 3Y | +17.2% | -95.6% | +112.9% | +9.7% |
| All | +33.8% | -97.0% | +130.9% | +35.6% |
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