-64.1%
ADBE vs TT
+129.2%
-193.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -3.6% |
| 7D | -4.4% | -2.0% | -2.4% | -3.9% |
| 30D | +2.8% | -14.0% | +16.8% | +7.2% |
| 3M | -8.0% | -15.9% | +7.8% | -3.7% |
| 6M | -4.3% | -17.3% | +13.0% | -0.3% |
| YTD | -31.6% | +4.0% | -35.6% | -36.9% |
| 1Y | -26.9% | -7.1% | -19.8% | -28.8% |
| 3Y | -57.7% | +90.2% | -147.9% | -74.5% |
| All | -64.1% | +129.2% | -193.3% | -82.5% |
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