-24.9%
TSLL vs ADI
+125.9%
-150.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -11.1% | -10.8% | -6.8% |
| 7D | -28.9% | -16.7% | -12.2% | -7.7% |
| 30D | -21.4% | -14.2% | -7.3% | -1.7% |
| 3M | +5.0% | -4.1% | +9.1% | +12.2% |
| 6M | -36.6% | -10.3% | -26.3% | -25.0% |
| YTD | -56.6% | +34.3% | -91.0% | -73.1% |
| 1Y | -60.9% | +54.9% | -115.8% | -80.6% |
| All | -24.9% | +125.9% | -150.8% | -73.8% |
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 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