+133.0%
ADI vs TLN
+710.8%
-577.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.2% |
| 7D | +9.5% | +11.0% | -1.6% | +7.2% |
| 30D | -1.4% | +4.9% | -6.3% | -2.4% |
| 3M | +4.7% | +4.9% | -0.2% | +3.2% |
| 6M | -7.4% | +7.1% | -14.5% | -9.1% |
| YTD | +48.1% | +0.3% | +47.7% | +45.4% |
| 1Y | +69.6% | +5.9% | +63.7% | +64.7% |
| 3Y | +144.4% | +578.5% | -434.1% | +66.1% |
| All | +133.0% | +710.8% | -577.8% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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