+27.5%
ADM vs TMF
-30.5%
+58.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.7% |
| 7D | +4.2% | -9.3% | +13.5% | +4.0% |
| 30D | -12.8% | +1.9% | -14.8% | -12.5% |
| 3M | -8.5% | -11.2% | +2.8% | -9.1% |
| 6M | -10.9% | -17.7% | +6.8% | -11.9% |
| YTD | +29.4% | -24.5% | +53.9% | +28.1% |
| 1Y | +27.5% | -29.4% | +57.0% | +28.1% |
| All | +27.5% | -30.5% | +58.0% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling