+63.3%
ADM vs TDY
+39.0%
+24.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.6% |
| 7D | +2.5% | -1.1% | +3.6% | +2.8% |
| 30D | +9.5% | -12.0% | +21.5% | +13.7% |
| 3M | +10.6% | -3.2% | +13.8% | +11.4% |
| 6M | +24.0% | -7.9% | +31.9% | +26.5% |
| YTD | +54.0% | +18.2% | +35.7% | +44.1% |
| 1Y | +45.3% | +6.7% | +38.7% | +40.4% |
| 3Y | +21.8% | +47.5% | -25.8% | +2.7% |
| All | +63.3% | +39.0% | +24.3% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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