-6.4%
TSLL vs ADI
+144.2%
-150.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | 0.0% |
| 7D | +17.8% | +9.5% | +8.4% | +4.4% |
| 30D | +8.2% | -1.4% | +9.6% | +12.8% |
| 3M | +20.9% | +4.7% | +16.1% | +15.0% |
| 6M | -37.5% | -7.4% | -30.1% | -29.1% |
| YTD | -44.5% | +48.1% | -92.6% | -69.8% |
| 1Y | -33.0% | +69.6% | -102.6% | -70.6% |
| 3Y | -6.4% | +144.4% | -150.7% | -69.6% |
| All | -6.4% | +144.2% | -150.6% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling