-35.3%
TSLL vs ADP
+16.9%
-52.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.1% | -9.8% | -10.7% |
| 7D | +1.9% | -3.4% | +5.3% | +4.1% |
| 30D | +17.8% | +2.8% | +15.0% | +16.3% |
| 3M | -37.0% | +20.9% | -57.9% | -45.0% |
| 6M | -37.7% | +29.9% | -67.5% | -50.2% |
| YTD | -51.4% | +9.6% | -61.0% | -52.3% |
| 1Y | -23.4% | -5.3% | -18.1% | -9.4% |
| All | -35.3% | +16.9% | -52.2% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling