+158.9%
ADBE vs TPR
+313.1%
-154.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.3% | -2.7% |
| 7D | -10.1% | -3.4% | -6.7% | -9.4% |
| 30D | -3.0% | -27.3% | +24.3% | +3.0% |
| 3M | +5.0% | -16.2% | +21.2% | +8.0% |
| 6M | -9.3% | -17.9% | +8.6% | -7.1% |
| YTD | -26.5% | -7.1% | -19.4% | -27.1% |
| 1Y | -28.3% | +13.6% | -41.9% | -32.3% |
| 3Y | -54.1% | +293.7% | -347.8% | -68.5% |
| 5Y | -61.2% | +239.1% | -300.3% | -73.0% |
| All | +158.9% | +313.1% | -154.2% | +65.4% |
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