+636.2%
ADI vs TT
+744.7%
-108.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -6.3% | +0.8% | -7.1% | -6.5% |
| 30D | -3.2% | -11.8% | +8.6% | +4.5% |
| 3M | +2.8% | -11.6% | +14.3% | +10.8% |
| 6M | -5.0% | -9.3% | +4.3% | +1.1% |
| YTD | +46.3% | +8.9% | +37.4% | +39.4% |
| 1Y | +71.6% | -2.2% | +73.9% | +74.0% |
| 3Y | +139.2% | +91.9% | +47.3% | +60.6% |
| 5Y | +136.4% | +136.0% | +0.4% | +36.4% |
| 10Y | +636.2% | +734.7% | -98.5% | +109.4% |
| All | +636.2% | +744.7% | -108.4% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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