+2,447.8%
ADI vs TMF
-69.2%
+2,516.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -12.8% | +1.2% | -14.0% | -12.7% |
| 30D | -11.3% | +19.7% | -31.1% | -9.2% |
| 3M | -3.4% | -2.1% | -1.3% | -3.4% |
| 6M | -12.0% | -13.4% | +1.4% | -13.5% |
| YTD | +35.3% | -16.7% | +52.0% | +32.5% |
| 1Y | +58.1% | -23.3% | +81.4% | +53.2% |
| 3Y | +127.4% | -24.8% | +152.2% | +124.4% |
| 5Y | +114.6% | -88.0% | +202.6% | +58.2% |
| 10Y | +589.3% | -84.7% | +674.1% | +486.4% |
| All | +2,447.8% | -69.2% | +2,516.9% | +3,044.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling