-59.7%
ADBE vs TPR
+239.8%
-299.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -8.6% | -2.3% | -6.3% | -8.1% |
| 30D | +2.8% | -23.0% | +25.7% | +8.4% |
| 3M | +3.1% | -12.5% | +15.6% | +5.2% |
| 6M | -2.4% | -21.4% | +19.0% | +1.3% |
| YTD | -23.9% | -3.5% | -20.3% | -25.7% |
| 1Y | -22.6% | +17.4% | -39.9% | -29.0% |
| 3Y | -52.7% | +291.3% | -343.9% | -72.0% |
| All | -59.7% | +239.8% | -299.5% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling