-60.3%
TSLL vs ADP
+36.1%
-96.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.2% | -23.1% | -22.6% |
| 7D | -28.9% | +7.4% | -36.2% | -32.0% |
| 30D | -21.4% | +17.1% | -38.5% | -29.6% |
| 3M | +5.0% | +14.4% | -9.5% | -4.8% |
| 6M | -36.6% | +47.9% | -84.5% | -55.3% |
| YTD | -56.6% | +22.1% | -78.7% | -62.8% |
| 1Y | -60.9% | +21.8% | -82.6% | -66.5% |
| 3Y | -25.2% | +50.5% | -75.7% | -42.9% |
| All | -60.3% | +36.1% | -96.4% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling