+60.7%
ADP vs TSLQ
-97.9%
+158.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.4% |
| 7D | +0.3% | -26.6% | +26.8% | -0.5% |
| 30D | +11.6% | -17.5% | +29.1% | +11.2% |
| 3M | +15.1% | -41.7% | +56.8% | +13.6% |
| 6M | +46.0% | -16.9% | +63.0% | +46.5% |
| YTD | +22.4% | -21.9% | +44.3% | +23.1% |
| 1Y | +24.5% | -32.5% | +57.0% | +24.6% |
| 3Y | +44.8% | -97.2% | +142.0% | +32.0% |
| All | +60.7% | -97.9% | +158.6% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling