+417.6%
ADM vs TMF
-68.9%
+486.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +3.8% | -1.4% | +5.2% | +3.6% |
| 30D | +9.8% | -2.8% | +12.6% | +9.4% |
| 3M | +2.1% | -10.9% | +13.0% | +0.6% |
| 6M | +27.5% | -21.3% | +48.8% | +23.5% |
| YTD | +50.2% | -15.9% | +66.1% | +47.0% |
| 1Y | +40.6% | -15.7% | +56.3% | +37.8% |
| 3Y | +17.2% | -43.4% | +60.6% | +10.5% |
| 5Y | +61.9% | -87.8% | +149.6% | +20.4% |
| 10Y | +159.3% | -86.7% | +246.0% | +112.6% |
| All | +417.6% | -68.9% | +486.4% | +475.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling