+144.4%
ADI vs TMF
-32.2%
+176.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.7% |
| 7D | +9.5% | -9.3% | +18.7% | +9.8% |
| 30D | -1.4% | +1.9% | -3.3% | -1.6% |
| 3M | +4.7% | -11.2% | +16.0% | +5.2% |
| 6M | -7.4% | -17.7% | +10.3% | -6.7% |
| YTD | +48.1% | -24.5% | +72.5% | +49.6% |
| 1Y | +69.6% | -29.4% | +99.1% | +71.7% |
| 3Y | +144.4% | -33.4% | +177.8% | +149.2% |
| All | +144.4% | -32.2% | +176.6% | +149.2% |
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