-47.2%
TSLL vs ADI
+153.2%
-200.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +33.0% | +13.4% | +19.6% | +12.8% |
| 30D | +7.7% | -1.3% | +9.0% | +12.0% |
| 3M | +34.7% | +6.8% | +27.9% | +25.0% |
| 6M | -31.5% | -1.9% | -29.6% | -28.1% |
| YTD | -42.4% | +52.3% | -94.6% | -68.8% |
| 1Y | -39.7% | +71.6% | -111.3% | -72.6% |
| 3Y | +3.4% | +148.9% | -145.5% | -68.1% |
| All | -47.2% | +153.2% | -200.4% | -83.2% |
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