+113.8%
ADI vs TLN
+589.3%
-475.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | +2.6% | +5.8% | -3.2% | +1.5% |
| 30D | -4.6% | -6.9% | +2.2% | -3.5% |
| 3M | -9.5% | -10.9% | +1.4% | -7.6% |
| 6M | +14.8% | -4.6% | +19.5% | +15.3% |
| YTD | +35.8% | -14.7% | +50.5% | +38.1% |
| 1Y | +48.9% | -17.9% | +66.9% | +51.9% |
| 3Y | +115.6% | +483.9% | -368.3% | +51.6% |
| All | +113.8% | +589.3% | -475.5% | +50.6% |
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