+39.0%
ADP vs TSLQ
-97.3%
+136.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.0% | +4.5% | -3.7% |
| 7D | -5.5% | -8.6% | +3.1% | -5.7% |
| 30D | -1.2% | -24.9% | +23.6% | -2.0% |
| 3M | +17.9% | -1.5% | +19.4% | +18.4% |
| 6M | +20.3% | -18.1% | +38.4% | +20.3% |
| YTD | +5.8% | -0.1% | +5.9% | +7.0% |
| 1Y | -7.7% | -51.4% | +43.7% | -9.3% |
| 3Y | +14.7% | -95.9% | +110.6% | +6.6% |
| All | +39.0% | -97.3% | +136.2% | +34.3% |
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