+144.4%
ADI vs TFC
+95.5%
+48.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.9% |
| 7D | +9.5% | +1.2% | +8.3% | +8.8% |
| 30D | -1.4% | +9.7% | -11.0% | -6.3% |
| 3M | +4.7% | -4.8% | +9.5% | +7.4% |
| 6M | -7.4% | +8.4% | -15.9% | -12.9% |
| YTD | +48.1% | +4.7% | +43.4% | +41.5% |
| 1Y | +69.6% | +15.0% | +54.7% | +52.8% |
| 3Y | +144.4% | +93.9% | +50.4% | +65.2% |
| All | +144.4% | +95.5% | +48.9% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling