-51.7%
TSLL vs ADI
+143.3%
-195.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.4% |
| 7D | -11.0% | -6.3% | -4.7% | -1.2% |
| 30D | -5.3% | -3.2% | -2.1% | +0.9% |
| 3M | +20.8% | +2.8% | +18.1% | +17.9% |
| 6M | -36.0% | -5.0% | -31.0% | -29.8% |
| YTD | -47.3% | +46.3% | -93.6% | -69.9% |
| 1Y | -48.4% | +71.6% | -120.1% | -76.8% |
| 3Y | -5.4% | +139.2% | -144.6% | -69.3% |
| All | -51.7% | +143.3% | -195.0% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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