+67.1%
ADM vs TD
+123.1%
-56.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.6% | +2.9% |
| 7D | +1.4% | -1.9% | +3.3% | +2.1% |
| 30D | +8.2% | -1.6% | +9.8% | +8.7% |
| 3M | +8.7% | +4.6% | +4.1% | +6.4% |
| 6M | +29.1% | +26.8% | +2.3% | +16.0% |
| YTD | +53.7% | +28.3% | +25.3% | +37.2% |
| 1Y | +43.2% | +60.4% | -17.2% | +15.4% |
| 3Y | +21.4% | +125.7% | -104.3% | -18.1% |
| 5Y | +67.1% | +122.4% | -55.3% | +3.9% |
| All | +67.1% | +123.1% | -56.0% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling