+512.7%
ADM vs TNA
+1,004.3%
-491.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +3.8% | -0.1% | +3.9% | +3.7% |
| 30D | +9.8% | -4.9% | +14.7% | +10.6% |
| 3M | +2.1% | +0.4% | +1.8% | +1.2% |
| 6M | +27.5% | +32.5% | -5.0% | +17.9% |
| YTD | +50.2% | +53.7% | -3.5% | +34.1% |
| 1Y | +40.6% | +65.1% | -24.5% | +22.1% |
| 3Y | +17.2% | +98.4% | -81.2% | -10.9% |
| 5Y | +61.9% | -22.5% | +84.4% | +36.8% |
| 10Y | +159.3% | +82.5% | +76.8% | +42.1% |
| All | +512.7% | +1,004.3% | -491.7% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling