+141.2%
ADI vs TFC
+15.2%
+126.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.2% |
| 7D | +2.4% | +2.2% | +0.2% | +1.4% |
| 30D | -6.6% | -2.5% | -4.1% | -5.6% |
| 3M | -9.8% | +4.5% | -14.3% | -12.1% |
| 6M | +15.7% | +11.0% | +4.7% | +9.6% |
| YTD | +35.1% | +5.9% | +29.2% | +30.5% |
| 1Y | +47.7% | +14.6% | +33.1% | +37.4% |
| 3Y | +114.5% | +96.7% | +17.7% | +60.2% |
| 5Y | +141.2% | +15.6% | +125.7% | +132.3% |
| All | +141.2% | +15.2% | +126.1% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling