+109.1%
ADI vs TMF
-42.2%
+151.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | +0.4% | -1.4% | +1.9% | +0.5% |
| 30D | -3.8% | -2.8% | -1.0% | -3.6% |
| 3M | -15.3% | -10.9% | -4.3% | -14.7% |
| 6M | +6.7% | -21.3% | +28.0% | +7.9% |
| YTD | +34.8% | -15.9% | +50.6% | +36.0% |
| 1Y | +49.0% | -15.7% | +64.8% | +50.2% |
| All | +109.1% | -42.2% | +151.3% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling