+121.9%
ADBE vs TPR
+391.0%
-269.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.7% |
| 7D | -4.4% | +14.2% | -18.6% | -7.0% |
| 30D | +2.8% | +17.1% | -14.3% | -0.6% |
| 3M | -8.0% | -17.7% | +9.7% | -5.0% |
| 6M | -4.3% | -10.2% | +5.8% | -3.6% |
| YTD | -31.6% | +4.9% | -36.5% | -34.0% |
| 1Y | -26.9% | +36.1% | -63.0% | -33.6% |
| 3Y | -57.7% | +416.5% | -474.1% | -72.7% |
| 5Y | -63.9% | +254.8% | -318.7% | -75.1% |
| All | +121.9% | +391.0% | -269.2% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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