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  • ADI vs TPR✓SelectedUSD · TPRADI vs TPR performance historyLatest closeAs of+1.61%09/04
Stock and ETF performance explorer

ADI vs TPR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+609.9%
TPR return
+7,380.8%
Excess return
-6,770.9%
Maximum drawdown
-79.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioTPRExcessAlpha
1D+1.6%0.0%+1.6%+1.6%
7D+0.4%-2.3%+2.7%+1.2%
30D-3.8%-23.0%+19.2%+4.2%
3M-15.3%-12.5%-2.8%-12.4%
6M+6.7%-21.4%+28.1%+14.0%
YTD+34.8%-3.5%+38.3%+33.7%
1Y+49.0%+17.4%+31.7%+37.5%
3Y+108.1%+291.3%-183.2%+23.2%
5Y+142.4%+241.9%-99.5%+45.3%
10Y+589.9%+322.7%+267.2%+229.3%
All+609.9%+7,380.8%-6,770.9%-5.6%

Cumulative growth

Daily Returns

Daily percentage return beside TPR.

Daily Out/Under-Performance

Portfolio return minus TPR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × TPR 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 TPR 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