+106.0%
ADM vs TMF
-82.2%
+188.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -1.2% |
| 7D | -1.8% | -1.1% | -0.8% | -1.9% |
| 30D | -13.3% | +11.8% | -25.1% | -12.2% |
| 3M | -13.4% | -4.0% | -9.3% | -13.7% |
| 6M | -9.6% | -16.5% | +6.9% | -11.2% |
| YTD | +23.0% | -19.9% | +42.9% | +20.5% |
| 1Y | +27.4% | -25.6% | +52.9% | +23.8% |
| 3Y | +5.7% | -29.9% | +35.5% | +4.0% |
| 5Y | +22.1% | -88.2% | +110.3% | -8.1% |
| 10Y | +106.0% | -81.7% | +187.7% | +69.9% |
| All | +106.0% | -82.2% | +188.2% | +69.9% |
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