+79.3%
ADI vs TFC
+20.8%
+58.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -4.1% |
| 7D | -5.1% | +5.1% | -10.2% | -6.6% |
| 30D | -3.1% | +9.8% | -12.9% | -6.1% |
| 3M | +7.1% | -2.4% | +9.6% | +8.2% |
| 6M | +2.9% | +4.9% | -2.0% | +0.3% |
| YTD | +51.1% | +6.6% | +44.6% | +39.3% |
| 1Y | +79.3% | +21.3% | +58.0% | +42.9% |
| All | +79.3% | +20.8% | +58.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling