-55.4%
TSLL vs ADI
+124.1%
-179.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.6% | -13.5% | -14.0% |
| 7D | +1.9% | +0.4% | +1.5% | +1.1% |
| 30D | +17.8% | -3.8% | +21.6% | +23.6% |
| 3M | -37.0% | -15.3% | -21.8% | -20.4% |
| 6M | -37.7% | +6.7% | -44.4% | -44.1% |
| YTD | -51.4% | +34.8% | -86.1% | -69.5% |
| 1Y | -23.4% | +49.0% | -72.4% | -58.3% |
| 3Y | -30.8% | +108.1% | -138.9% | -73.4% |
| All | -55.4% | +124.1% | -179.5% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling