+22.1%
ADM vs TD
+104.2%
-82.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -13.3% | +7.6% | -20.9% | -15.6% |
| 3M | -13.4% | +3.0% | -16.4% | -14.5% |
| 6M | -9.6% | +16.8% | -26.5% | -15.4% |
| YTD | +23.0% | +34.3% | -11.3% | +8.1% |
| 1Y | +27.4% | +56.0% | -28.6% | +4.6% |
| 3Y | +5.7% | +132.4% | -126.7% | -28.8% |
| 5Y | +22.1% | +103.7% | -81.6% | -14.8% |
| All | +22.1% | +104.2% | -82.1% | -14.8% |
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