-48.9%
TSLL vs ADM
-3.0%
-45.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.4% | +4.9% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +2.7% | -11.8% | +14.5% | +7.2% |
| 3M | +26.3% | -11.3% | +37.6% | +30.8% |
| 6M | -37.2% | -10.0% | -27.2% | -35.5% |
| YTD | -44.2% | +25.9% | -70.1% | -51.4% |
| 1Y | -44.0% | +26.7% | -70.6% | -51.7% |
| 3Y | 0.0% | +8.1% | -8.1% | -13.1% |
| All | -48.9% | -3.0% | -45.9% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling