+26.5%
ADM vs TD
+54.6%
-28.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | 0.0% |
| 7D | +0.7% | +0.6% | +0.1% | +0.8% |
| 30D | -14.7% | +5.0% | -19.7% | -14.3% |
| 3M | -10.4% | +1.1% | -11.5% | -10.3% |
| 6M | -10.9% | +16.5% | -27.4% | -9.5% |
| YTD | +26.0% | +34.3% | -8.3% | +25.3% |
| 1Y | +26.5% | +52.9% | -26.4% | +22.9% |
| All | +26.5% | +54.6% | -28.1% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling