+64.2%
ADM vs TMF
-87.5%
+151.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +3.8% | -1.4% | +5.2% | +3.7% |
| 30D | +9.8% | -2.8% | +12.6% | +9.7% |
| 3M | +2.1% | -10.9% | +13.0% | +1.8% |
| 6M | +27.5% | -21.3% | +48.8% | +26.5% |
| YTD | +50.2% | -15.9% | +66.1% | +49.4% |
| 1Y | +40.6% | -15.7% | +56.3% | +40.0% |
| 3Y | +17.2% | -43.4% | +60.6% | +15.2% |
| All | +64.2% | -87.5% | +151.7% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling