-18.7%
TSLL vs ADVB
-97.6%
+78.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.5% | -12.4% | -21.9% |
| 7D | -28.9% | -28.0% | -0.9% | -28.9% |
| 30D | -21.4% | -70.2% | +48.8% | -21.7% |
| 3M | +5.0% | -76.1% | +81.0% | +4.5% |
| 6M | -36.6% | -72.3% | +35.7% | -39.6% |
| YTD | -56.6% | -67.5% | +10.8% | -61.0% |
| 1Y | -60.9% | -78.6% | +17.7% | -61.9% |
| All | -18.7% | -97.6% | +78.9% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling