+171.1%
ADM vs TKO
+989.7%
-818.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.5% | +2.3% | +0.2% | +2.1% |
| 30D | +9.5% | -2.5% | +11.9% | +9.7% |
| 3M | +10.6% | -10.6% | +21.2% | +12.0% |
| 6M | +24.0% | -5.1% | +29.1% | +24.3% |
| YTD | +54.0% | -8.2% | +62.2% | +54.8% |
| 1Y | +45.3% | -4.4% | +49.8% | +45.1% |
| 3Y | +21.8% | +100.4% | -78.6% | +6.9% |
| 5Y | +66.8% | +294.3% | -227.5% | +29.2% |
| All | +171.1% | +989.7% | -818.6% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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