-20.1%
TSLL vs ADVB
-65.8%
+45.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.5% | -1.8% | -6.8% |
| 7D | -9.4% | -29.5% | +20.1% | -12.5% |
| 30D | +1.6% | -66.9% | +68.4% | -9.3% |
| 3M | +29.4% | -73.7% | +103.1% | +13.7% |
| 6M | -20.1% | -64.8% | +44.6% | -25.1% |
| All | -20.1% | -65.8% | +45.7% | -25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling