+243.3%
ADI vs TE
-53.0%
+296.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | +0.4% | -4.0% | +4.4% | +0.8% |
| 30D | -3.8% | -15.9% | +12.1% | -2.3% |
| 3M | -15.3% | -60.5% | +45.3% | -8.1% |
| 6M | +6.7% | -35.2% | +41.9% | +8.1% |
| YTD | +34.8% | -31.1% | +65.9% | +33.6% |
| 1Y | +49.0% | +148.6% | -99.6% | +22.6% |
| 3Y | +108.1% | -26.4% | +134.5% | +80.1% |
| 5Y | +142.4% | -48.0% | +190.5% | +112.1% |
| All | +243.3% | -53.0% | +296.3% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling