+128.2%
ADM vs TMF
-81.8%
+210.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.3% |
| 7D | +0.1% | -3.4% | +3.5% | -0.2% |
| 30D | -11.8% | +11.5% | -23.3% | -10.7% |
| 3M | -11.3% | -4.5% | -6.8% | -11.7% |
| 6M | -10.0% | -15.0% | +5.0% | -11.4% |
| YTD | +25.9% | -19.9% | +45.8% | +23.3% |
| 1Y | +26.7% | -26.6% | +53.2% | +22.9% |
| 3Y | +8.1% | -29.8% | +38.0% | +6.5% |
| 5Y | +23.5% | -88.2% | +111.7% | -7.2% |
| 10Y | +128.2% | -81.4% | +209.6% | +89.8% |
| All | +128.2% | -81.8% | +210.0% | +89.8% |
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