-20.1%
TSLL vs ADP
+44.4%
-64.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.5% | -8.9% | -4.0% |
| 7D | -9.4% | +6.4% | -15.8% | -4.0% |
| 30D | +1.6% | +16.6% | -15.1% | +17.0% |
| 3M | +29.4% | +12.9% | +16.5% | +45.3% |
| 6M | -20.1% | +45.7% | -65.8% | +26.7% |
| All | -20.1% | +44.4% | -64.6% | +26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling