-61.2%
ADBE vs TT
+146.0%
-207.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.3% |
| 7D | -10.1% | +1.6% | -11.6% | -10.6% |
| 30D | -3.0% | -7.3% | +4.3% | -0.6% |
| 3M | +5.0% | -2.6% | +7.6% | +4.6% |
| 6M | -9.3% | +5.9% | -15.2% | -13.9% |
| YTD | -26.5% | +15.4% | -41.9% | -33.8% |
| 1Y | -28.3% | +8.2% | -36.5% | -33.7% |
| 3Y | -54.1% | +122.7% | -176.7% | -73.9% |
| 5Y | -61.2% | +145.0% | -206.2% | -81.0% |
| All | -61.2% | +146.0% | -207.2% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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