+67.1%
ADM vs TCOM
+25.9%
+41.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.7% | +2.6% |
| 7D | +1.4% | -10.2% | +11.5% | +1.9% |
| 30D | +8.2% | -16.8% | +25.0% | +9.2% |
| 3M | +8.7% | -16.7% | +25.4% | +9.6% |
| 6M | +29.1% | -27.1% | +56.2% | +31.0% |
| YTD | +53.7% | -45.5% | +99.2% | +58.2% |
| 1Y | +43.2% | -45.9% | +89.1% | +47.5% |
| 3Y | +21.4% | +9.8% | +11.7% | +19.0% |
| 5Y | +67.1% | +23.8% | +43.3% | +62.3% |
| All | +67.1% | +25.9% | +41.2% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling