+41,876.5%
ADI vs TFC
+2,523.9%
+39,352.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +0.7% | -1.2% | +1.9% | +1.3% |
| 30D | +0.7% | +7.8% | -7.1% | -2.1% |
| 3M | +6.5% | -3.0% | +9.5% | +7.5% |
| 6M | -2.7% | +5.8% | -8.5% | -5.3% |
| YTD | +52.2% | +5.3% | +46.9% | +48.2% |
| 1Y | +77.5% | +15.7% | +61.8% | +66.9% |
| 3Y | +148.8% | +94.8% | +54.0% | +92.8% |
| 5Y | +142.9% | 0.0% | +142.8% | +132.0% |
| 10Y | +653.2% | +79.0% | +574.2% | +449.6% |
| All | +41,876.5% | +2,523.9% | +39,352.6% | +15,472.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling