-52.1%
TSLL vs ADI
+144.1%
-196.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.6% | +2.4% | -0.4% |
| 7D | -14.3% | -4.4% | -9.9% | -7.4% |
| 30D | -6.2% | -2.8% | -3.3% | -0.4% |
| 3M | +21.2% | +1.5% | +19.7% | +20.1% |
| 6M | -36.6% | -4.7% | -31.9% | -30.8% |
| YTD | -47.8% | +46.8% | -94.6% | -70.3% |
| 1Y | -45.2% | +74.9% | -120.1% | -76.0% |
| 3Y | -3.3% | +147.4% | -150.7% | -69.9% |
| All | -52.1% | +144.1% | -196.3% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling