+67.1%
ADM vs TNA
-22.1%
+89.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.6% | +2.9% |
| 7D | +1.4% | -3.6% | +5.0% | +1.8% |
| 30D | +8.2% | -10.1% | +18.3% | +9.4% |
| 3M | +8.7% | +2.7% | +6.0% | +7.9% |
| 6M | +29.1% | +38.4% | -9.3% | +22.4% |
| YTD | +53.7% | +45.4% | +8.2% | +44.3% |
| 1Y | +43.2% | +55.9% | -12.7% | +32.3% |
| 3Y | +21.4% | +109.8% | -88.4% | +1.1% |
| 5Y | +67.1% | -22.5% | +89.6% | +47.4% |
| All | +67.1% | -22.1% | +89.2% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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