+873.4%
ADBE vs TMF
-69.2%
+942.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -5.6% | +0.6% | -6.2% | -5.6% |
| 30D | -2.0% | +16.3% | -18.4% | -0.4% |
| 3M | -10.5% | -2.7% | -7.8% | -10.8% |
| 6M | -6.2% | -13.2% | +7.0% | -7.6% |
| YTD | -32.2% | -16.7% | -15.5% | -33.4% |
| 1Y | -27.4% | -22.7% | -4.7% | -29.3% |
| 3Y | -58.9% | -26.1% | -32.8% | -59.5% |
| 5Y | -64.5% | -88.4% | +24.0% | -73.0% |
| 10Y | +120.0% | -81.8% | +201.9% | +97.8% |
| All | +873.4% | -69.2% | +942.6% | +1,112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling