+38.6%
ADP vs TSLQ
-97.2%
+135.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.9% |
| 7D | -5.7% | +5.7% | -11.4% | -5.5% |
| 30D | -1.4% | -21.1% | +19.7% | -2.0% |
| 3M | +16.6% | -11.5% | +28.1% | +16.6% |
| 6M | +24.9% | -14.9% | +39.9% | +25.1% |
| YTD | +5.6% | +2.4% | +3.2% | +6.8% |
| 1Y | -6.0% | -49.8% | +43.7% | -7.5% |
| 3Y | +14.5% | -95.8% | +110.3% | +6.5% |
| All | +38.6% | -97.2% | +135.8% | +34.1% |
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