+126.6%
ADM vs TD
+300.0%
-173.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.7% |
| 7D | +4.2% | +1.1% | +3.1% | +3.6% |
| 30D | -12.8% | +5.2% | -18.1% | -15.3% |
| 3M | -8.5% | +1.2% | -9.7% | -9.4% |
| 6M | -10.9% | +17.7% | -28.7% | -19.1% |
| YTD | +29.4% | +34.2% | -4.8% | +8.8% |
| 1Y | +27.5% | +55.4% | -27.9% | -1.3% |
| 3Y | +10.3% | +130.4% | -120.1% | -32.9% |
| 5Y | +27.4% | +101.8% | -74.4% | -17.7% |
| All | +126.6% | +300.0% | -173.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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