+137.3%
ADBE vs TMF
-82.1%
+219.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.9% |
| 7D | +1.6% | -9.3% | +10.8% | +1.3% |
| 30D | +1.0% | +1.9% | -0.9% | +1.1% |
| 3M | -10.1% | -11.2% | +1.1% | -10.5% |
| 6M | +3.0% | -17.7% | +20.7% | +2.4% |
| YTD | -30.5% | -24.5% | -6.1% | -31.1% |
| 1Y | -27.1% | -29.4% | +2.3% | -27.9% |
| 3Y | -58.8% | -33.4% | -25.4% | -59.1% |
| 5Y | -63.0% | -88.7% | +25.7% | -68.4% |
| All | +137.3% | -82.1% | +219.4% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling