-87.6%
TSLQ vs ADVB
-97.5%
+9.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +4.2% | -12.6% | -8.4% |
| 7D | +19.7% | -13.9% | +33.6% | +19.7% |
| 30D | +4.1% | -68.1% | +72.2% | +4.5% |
| 3M | -30.9% | -73.4% | +42.5% | -30.5% |
| 6M | -13.6% | -70.8% | +57.2% | -10.6% |
| YTD | -2.6% | -66.1% | +63.5% | +4.8% |
| 1Y | -10.4% | -77.5% | +67.1% | -10.1% |
| All | -87.6% | -97.5% | +9.9% | -94.1% |
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 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