+49.5%
ADI vs TLN
-21.1%
+70.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | +2.6% | +5.8% | -3.2% | +1.4% |
| 30D | -4.6% | -6.9% | +2.2% | -3.4% |
| 3M | -9.5% | -10.9% | +1.4% | -7.1% |
| 6M | +14.8% | -4.6% | +19.5% | +16.7% |
| YTD | +35.8% | -14.7% | +50.5% | +39.5% |
| All | +49.5% | -21.1% | +70.7% | +60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling