+133.8%
ADI vs TE
-82.5%
+216.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.3% | -2.4% |
| 7D | +9.5% | -19.1% | +28.5% | +11.9% |
| 30D | -1.4% | -34.1% | +32.8% | +2.9% |
| 3M | +4.7% | -60.1% | +64.9% | +14.8% |
| 6M | -7.4% | -66.0% | +58.5% | +1.3% |
| YTD | +48.1% | -71.4% | +119.5% | +60.4% |
| 1Y | +69.6% | -45.3% | +114.9% | +68.4% |
| 3Y | +144.4% | +9.1% | +135.2% | +92.9% |
| All | +133.8% | -82.5% | +216.3% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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