+722.2%
ADM vs TCOM
+2,870.5%
-2,148.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.5% |
| 7D | +0.1% | +2.2% | -2.0% | -0.2% |
| 30D | -11.8% | +12.5% | -24.3% | -13.3% |
| 3M | -11.3% | -5.6% | -5.7% | -10.8% |
| 6M | -10.0% | -16.5% | +6.4% | -8.2% |
| YTD | +25.9% | -39.4% | +65.3% | +33.5% |
| 1Y | +26.7% | -41.0% | +67.6% | +34.8% |
| 3Y | +8.1% | +29.2% | -21.1% | +0.4% |
| 5Y | +23.5% | +41.6% | -18.1% | +7.6% |
| 10Y | +128.2% | +6.6% | +121.6% | +97.3% |
| All | +722.2% | +2,870.5% | -2,148.2% | +361.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling