+10.3%
ADM vs TLN
+580.6%
-570.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.8% | +5.5% | +2.6% |
| 7D | +4.2% | +11.0% | -6.8% | +4.6% |
| 30D | -12.8% | +4.9% | -17.7% | -12.6% |
| 3M | -8.5% | +4.9% | -13.4% | -8.1% |
| 6M | -10.9% | +7.1% | -18.0% | -10.4% |
| YTD | +29.4% | +0.3% | +29.1% | +30.0% |
| 1Y | +27.5% | +5.9% | +21.6% | +28.5% |
| 3Y | +10.3% | +578.5% | -568.1% | +3.6% |
| All | +10.3% | +580.6% | -570.2% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling