-33.0%
TSLL vs ADP
+26.1%
-59.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.4% |
| 7D | +17.8% | +2.2% | +15.7% | +19.2% |
| 30D | +8.2% | +10.6% | -2.3% | +14.1% |
| 3M | +20.9% | +12.9% | +7.9% | +28.8% |
| 6M | -37.5% | +50.6% | -88.1% | -26.2% |
| YTD | -44.5% | +23.2% | -67.7% | -31.0% |
| 1Y | -33.0% | +25.3% | -58.2% | -18.0% |
| All | -33.0% | +26.1% | -59.1% | -18.0% |
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 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