+137.3%
ADBE vs TPR
+364.3%
-226.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | +1.0% | +15.1% | -14.1% | -2.0% |
| 3M | -10.1% | +3.5% | -13.7% | -11.1% |
| 6M | +3.0% | +0.4% | +2.5% | +1.6% |
| YTD | -30.5% | +4.6% | -35.1% | -32.9% |
| 1Y | -27.1% | +33.1% | -60.2% | -33.4% |
| 3Y | -58.8% | +396.0% | -454.8% | -73.2% |
| 5Y | -63.0% | +230.3% | -293.3% | -74.2% |
| All | +137.3% | +364.3% | -226.9% | +52.2% |
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