+4.0%
TSLL vs ADVB
-97.4%
+101.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.5% | -1.8% | -6.3% |
| 7D | -9.4% | -29.5% | +20.1% | -9.5% |
| 30D | +1.6% | -66.9% | +68.4% | +1.2% |
| 3M | +29.4% | -73.7% | +103.1% | +28.8% |
| 6M | -20.1% | -64.8% | +44.6% | -25.5% |
| YTD | -44.5% | -64.0% | +19.5% | -50.1% |
| 1Y | -46.0% | -77.0% | +31.0% | -47.2% |
| All | +4.0% | -97.4% | +101.4% | +131.8% |
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