-52.1%
TSLL vs ADP
+33.9%
-86.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.4% | +11.3% | +11.1% |
| 7D | -14.3% | +1.1% | -15.4% | -15.2% |
| 30D | -6.2% | +11.5% | -17.7% | -13.4% |
| 3M | +21.2% | +12.0% | +9.1% | +11.2% |
| 6M | -36.6% | +43.8% | -80.4% | -54.4% |
| YTD | -47.8% | +20.1% | -67.8% | -54.8% |
| 1Y | -45.2% | +22.3% | -67.5% | -54.0% |
| 3Y | -3.3% | +43.3% | -46.5% | -23.2% |
| All | -52.1% | +33.9% | -86.0% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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