+651.5%
ADI vs TMO
+338.2%
+313.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.3% |
| 7D | +4.6% | -0.6% | +5.2% | +4.9% |
| 30D | -1.2% | +1.1% | -2.3% | -1.9% |
| 3M | -7.8% | +28.3% | -36.1% | -19.6% |
| 6M | +19.3% | +23.3% | -3.9% | +4.8% |
| YTD | +40.9% | +5.5% | +35.5% | +34.3% |
| 1Y | +54.5% | +24.5% | +29.9% | +33.2% |
| 3Y | +123.4% | +19.6% | +103.9% | +93.3% |
| 5Y | +142.3% | +8.1% | +134.2% | +117.5% |
| All | +651.5% | +338.2% | +313.3% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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