-60.3%
TSLL vs ADM
-3.6%
-56.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.5% | -21.4% | -21.7% |
| 7D | -28.9% | -7.5% | -21.4% | -26.8% |
| 30D | -21.4% | -14.3% | -7.2% | -17.1% |
| 3M | +5.0% | -8.6% | +13.6% | +7.2% |
| 6M | -36.6% | -9.9% | -26.7% | -34.9% |
| YTD | -56.6% | +25.1% | -81.8% | -62.1% |
| 1Y | -60.9% | +28.8% | -89.7% | -66.6% |
| 3Y | -25.2% | +6.9% | -32.1% | -34.7% |
| All | -60.3% | -3.6% | -56.7% | -64.8% |
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