+636.4%
ADI vs TFC
+97.4%
+539.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +2.6% | -1.3% | +3.9% | +3.2% |
| 30D | -4.6% | -2.3% | -2.3% | -3.7% |
| 3M | -9.5% | +2.5% | -12.0% | -10.9% |
| 6M | +14.8% | +9.5% | +5.4% | +9.7% |
| YTD | +35.8% | +5.1% | +30.8% | +31.8% |
| 1Y | +48.9% | +15.5% | +33.5% | +38.4% |
| 3Y | +115.6% | +95.2% | +20.4% | +59.4% |
| 5Y | +135.1% | +14.5% | +120.6% | +111.4% |
| 10Y | +636.4% | +97.2% | +539.3% | +398.1% |
| All | +636.4% | +97.4% | +539.0% | +398.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling