+156.4%
ADBE vs TMF
-86.2%
+242.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -1.0% |
| 7D | -8.9% | -0.9% | -8.0% | -8.9% |
| 30D | -6.6% | -1.0% | -5.7% | -6.7% |
| 3M | +7.1% | -11.3% | +18.4% | +6.8% |
| 6M | -9.8% | -22.7% | +12.9% | -10.4% |
| YTD | -27.2% | -17.3% | -9.8% | -27.6% |
| 1Y | -28.0% | -22.5% | -5.5% | -28.5% |
| 3Y | -54.5% | -43.2% | -11.3% | -55.2% |
| 5Y | -61.5% | -88.3% | +26.8% | -66.8% |
| 10Y | +156.4% | -86.0% | +242.5% | +148.9% |
| All | +156.4% | -86.2% | +242.7% | +148.9% |
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