+8.1%
ADM vs TLN
+630.2%
-622.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -0.5% |
| 7D | -9.0% | -1.3% | -7.7% | -9.0% |
| 30D | -14.0% | -10.5% | -3.5% | -14.2% |
| 3M | -9.2% | +0.1% | -9.3% | -9.0% |
| 6M | -9.2% | -17.4% | +8.2% | -9.3% |
| YTD | +24.2% | -9.7% | +33.9% | +24.4% |
| 1Y | +27.0% | -12.3% | +39.2% | +27.1% |
| 3Y | +6.6% | +528.3% | -521.7% | +5.9% |
| All | +8.1% | +630.2% | -622.2% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling