+61.8%
ADP vs TSLQ
-97.8%
+159.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | +0.8% |
| 7D | +2.2% | -16.8% | +19.0% | +1.7% |
| 30D | +10.6% | -18.0% | +28.5% | +10.1% |
| 3M | +12.9% | -34.5% | +47.4% | +11.8% |
| 6M | +50.6% | -8.9% | +59.6% | +51.6% |
| YTD | +23.2% | -19.0% | +42.2% | +24.0% |
| 1Y | +25.3% | -38.2% | +63.5% | +24.7% |
| 3Y | +47.1% | -96.9% | +144.0% | +34.8% |
| All | +61.8% | -97.8% | +159.5% | +55.6% |
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