-51.4%
TSLQ vs ADVB
+10.9%
-62.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.8% | -4.2% | -7.7% |
| 7D | -8.6% | -14.0% | +5.4% | -7.4% |
| 30D | -24.9% | +41.0% | -65.9% | -27.3% |
| 3M | -1.5% | +127.9% | -129.4% | -6.7% |
| 6M | -18.1% | +101.3% | -119.4% | -21.1% |
| YTD | -0.1% | +53.8% | -53.9% | -5.0% |
| 1Y | -51.4% | +4.4% | -55.8% | -51.1% |
| All | -51.4% | +10.9% | -62.2% | -51.1% |
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 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