+171.7%
ADM vs TCOM
-10.5%
+182.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +3.0% | -6.5% | +9.5% | +3.7% |
| 30D | +8.7% | -16.2% | +24.9% | +10.7% |
| 3M | +7.6% | -19.3% | +26.9% | +9.8% |
| 6M | +26.9% | -27.2% | +54.1% | +30.8% |
| YTD | +54.3% | -46.2% | +100.5% | +63.9% |
| 1Y | +45.7% | -46.6% | +92.3% | +54.7% |
| 3Y | +21.9% | +8.4% | +13.5% | +16.5% |
| 5Y | +67.2% | +25.8% | +41.3% | +51.6% |
| All | +171.7% | -10.5% | +182.2% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TCOM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling