+640.7%
ADI vs TMF
-81.8%
+722.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | -0.3% |
| 7D | +13.4% | -8.2% | +21.5% | +12.7% |
| 30D | -1.3% | +5.3% | -6.6% | -0.9% |
| 3M | +6.8% | -8.5% | +15.3% | +6.3% |
| 6M | -1.9% | -17.2% | +15.3% | -3.0% |
| YTD | +52.3% | -23.4% | +75.7% | +49.8% |
| 1Y | +71.6% | -30.2% | +101.9% | +67.6% |
| 3Y | +148.9% | -32.9% | +181.8% | +145.4% |
| 5Y | +140.8% | -88.5% | +229.3% | +85.8% |
| All | +640.7% | -81.8% | +722.5% | +567.8% |
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