+552.6%
ADBE vs TPR
+8,033.7%
-7,481.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.6% |
| 7D | -4.4% | +14.2% | -18.6% | -8.2% |
| 30D | +2.8% | +17.1% | -14.3% | -2.1% |
| 3M | -8.0% | -17.7% | +9.7% | -3.8% |
| 6M | -4.3% | -10.2% | +5.8% | -3.3% |
| YTD | -31.6% | +4.9% | -36.5% | -34.9% |
| 1Y | -26.9% | +36.1% | -63.0% | -35.9% |
| 3Y | -57.7% | +416.5% | -474.1% | -76.7% |
| 5Y | -63.9% | +254.8% | -318.7% | -78.2% |
| 10Y | +125.3% | +391.7% | -266.4% | +3.3% |
| All | +552.6% | +8,033.7% | -7,481.1% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling