-18.4%
TSLL vs ADI
+127.5%
-145.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.7% | +7.9% | +7.7% |
| 7D | -21.2% | -12.8% | -8.4% | -3.6% |
| 30D | -13.3% | -11.3% | -2.0% | +4.0% |
| 3M | +15.4% | -3.4% | +18.7% | +22.1% |
| 6M | -34.2% | -12.0% | -22.2% | -20.1% |
| YTD | -52.9% | +35.3% | -88.2% | -71.1% |
| 1Y | -54.3% | +58.1% | -112.4% | -78.0% |
| 3Y | -18.4% | +127.4% | -145.7% | -71.8% |
| All | -18.4% | +127.5% | -145.9% | -71.8% |
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