-23.4%
TSLL vs ADVB
+5.8%
-29.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.2% | -11.9% |
| 7D | +1.9% | -3.8% | +5.7% | +1.7% |
| 30D | +17.8% | +17.6% | +0.2% | +19.9% |
| 3M | -37.0% | +119.1% | -156.1% | -31.9% |
| 6M | -37.7% | +103.4% | -141.1% | -33.1% |
| YTD | -51.4% | +59.8% | -111.2% | -47.2% |
| 1Y | -23.4% | +8.5% | -31.9% | -20.2% |
| All | -23.4% | +5.8% | -29.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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