+26.7%
ADM vs TLN
-1.4%
+28.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.5% | +2.5% |
| 7D | +0.1% | +15.9% | -15.8% | +0.6% |
| 30D | -11.8% | -0.3% | -11.5% | -11.6% |
| 3M | -11.3% | +5.8% | -17.1% | -10.9% |
| 6M | -10.0% | -1.2% | -8.8% | -9.4% |
| YTD | +25.9% | +1.0% | +24.9% | +26.9% |
| 1Y | +26.7% | +1.1% | +25.5% | +28.1% |
| All | +26.7% | -1.4% | +28.1% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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