+651.5%
ADI vs TNA
+86.1%
+565.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.5% |
| 7D | +4.6% | -7.3% | +11.8% | +7.1% |
| 30D | -1.2% | -14.2% | +13.0% | +3.7% |
| 3M | -7.8% | -4.6% | -3.2% | -6.5% |
| 6M | +19.3% | +36.9% | -17.6% | +6.8% |
| YTD | +40.9% | +42.5% | -1.6% | +23.6% |
| 1Y | +54.5% | +45.8% | +8.7% | +33.1% |
| 3Y | +123.4% | +104.7% | +18.8% | +57.6% |
| 5Y | +142.3% | -21.7% | +164.0% | +106.6% |
| All | +651.5% | +86.1% | +565.4% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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