-60.9%
TSLL vs ADVB
-79.1%
+18.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.5% | -12.4% | -22.5% |
| 7D | -28.9% | -28.0% | -0.9% | -30.5% |
| 30D | -21.4% | -70.2% | +48.8% | -27.7% |
| 3M | +5.0% | -76.1% | +81.0% | -4.3% |
| 6M | -36.6% | -72.3% | +35.7% | -40.3% |
| YTD | -56.6% | -67.5% | +10.8% | -58.6% |
| 1Y | -60.9% | -78.6% | +17.7% | -56.3% |
| All | -60.9% | -79.1% | +18.2% | -56.3% |
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