+102.6%
ADM vs TMF
-83.0%
+185.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.8% | +0.6% | -8.4% | -7.8% |
| 30D | -12.6% | +16.3% | -28.9% | -11.1% |
| 3M | -8.2% | -2.7% | -5.5% | -8.4% |
| 6M | -8.9% | -13.2% | +4.3% | -10.1% |
| YTD | +24.0% | -16.7% | +40.7% | +22.0% |
| 1Y | +26.2% | -22.7% | +48.9% | +23.1% |
| 3Y | +7.0% | -26.1% | +33.1% | +6.0% |
| 5Y | +24.9% | -88.4% | +113.3% | -6.4% |
| 10Y | +102.6% | -81.8% | +184.5% | +68.3% |
| All | +102.6% | -83.0% | +185.7% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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