+625.5%
ADI vs TTMI
+504.4%
+121.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.8% | -7.2% | -0.7% |
| 7D | +0.4% | +5.9% | -5.4% | -1.1% |
| 30D | -3.8% | -4.3% | +0.5% | -3.2% |
| 3M | -15.3% | -32.0% | +16.8% | -7.8% |
| 6M | +6.7% | +19.5% | -12.8% | -1.5% |
| YTD | +34.8% | +82.0% | -47.3% | +9.6% |
| 1Y | +49.0% | +172.6% | -123.6% | +7.1% |
| 3Y | +108.1% | +744.7% | -636.6% | +8.1% |
| 5Y | +142.4% | +805.6% | -663.1% | +21.2% |
| 10Y | +589.9% | +1,057.6% | -467.7% | +212.7% |
| All | +625.5% | +504.4% | +121.1% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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