-47.2%
TSLL vs ADM
-2.9%
-44.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +33.0% | +0.7% | +32.3% | +32.6% |
| 30D | +7.7% | -14.7% | +22.4% | +14.0% |
| 3M | +34.7% | -10.4% | +45.1% | +38.9% |
| 6M | -31.5% | -10.9% | -20.6% | -29.3% |
| YTD | -42.4% | +26.0% | -68.4% | -49.8% |
| 1Y | -39.7% | +26.5% | -66.2% | -47.9% |
| 3Y | +3.4% | +8.2% | -4.8% | -10.2% |
| All | -47.2% | -2.9% | -44.3% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling