-54.3%
TSLL vs ADP
+21.2%
-75.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.9% | +8.0% |
| 7D | -21.2% | +3.2% | -24.5% | -19.8% |
| 30D | -13.3% | +14.9% | -28.2% | -7.3% |
| 3M | +15.4% | +11.6% | +3.8% | +22.0% |
| 6M | -34.2% | +48.5% | -82.7% | -23.0% |
| YTD | -52.9% | +20.6% | -73.5% | -43.2% |
| 1Y | -54.3% | +23.7% | -78.0% | -44.1% |
| All | -54.3% | +21.2% | -75.5% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling