-35.3%
TSLL vs ADM
+17.6%
-52.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.1% | -11.9% |
| 7D | +1.9% | +3.8% | -1.9% | +0.4% |
| 30D | +17.8% | +9.8% | +8.0% | +13.3% |
| 3M | -37.0% | +2.1% | -39.1% | -37.7% |
| 6M | -37.7% | +27.5% | -65.2% | -44.0% |
| YTD | -51.4% | +50.2% | -101.6% | -59.5% |
| 1Y | -23.4% | +40.6% | -64.0% | -34.8% |
| All | -35.3% | +17.6% | -52.9% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling