+5.0%
TSLL vs ADI
-4.6%
+9.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -11.1% | -10.8% | -7.6% |
| 7D | -28.9% | -16.7% | -12.2% | -10.6% |
| 30D | -21.4% | -14.2% | -7.3% | -5.2% |
| 3M | +5.0% | -4.1% | +9.1% | +24.0% |
| All | +5.0% | -4.6% | +9.6% | +24.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling