-21.0%
TSLQ vs ADVB
-76.7%
+55.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.5% | +11.0% | +6.8% |
| 7D | +9.8% | -29.5% | +39.4% | +12.4% |
| 30D | -6.0% | -66.9% | +60.8% | +1.3% |
| 3M | -35.0% | -73.7% | +38.7% | -29.0% |
| 6M | -24.9% | -64.8% | +39.8% | -18.9% |
| YTD | -12.7% | -64.0% | +51.4% | -7.9% |
| 1Y | -21.0% | -77.0% | +56.0% | -28.2% |
| All | -21.0% | -76.7% | +55.7% | -28.2% |
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