+630.6%
ADI vs TMF
-83.0%
+713.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.6% |
| 7D | -4.4% | +0.6% | -5.0% | -4.3% |
| 30D | -2.8% | +16.3% | -19.2% | -1.8% |
| 3M | +1.5% | -2.7% | +4.2% | +1.5% |
| 6M | -4.7% | -13.2% | +8.5% | -5.5% |
| YTD | +46.8% | -16.7% | +63.5% | +45.2% |
| 1Y | +74.9% | -22.7% | +97.6% | +72.0% |
| 3Y | +147.4% | -26.1% | +173.5% | +145.7% |
| 5Y | +131.9% | -88.4% | +220.3% | +77.5% |
| 10Y | +630.6% | -81.8% | +712.4% | +577.0% |
| All | +630.6% | -83.0% | +713.6% | +577.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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