+427.9%
ADM vs TNA
+781.2%
-353.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.9% |
| 7D | +4.2% | +3.7% | +0.5% | +3.3% |
| 30D | -12.8% | +4.4% | -17.2% | -14.1% |
| 3M | -8.5% | -26.7% | +18.2% | -3.5% |
| 6M | -10.9% | -12.8% | +1.9% | -10.1% |
| YTD | +29.4% | +22.7% | +6.8% | +20.0% |
| 1Y | +27.5% | +35.7% | -8.1% | +15.4% |
| 3Y | +10.3% | +134.6% | -124.2% | -19.6% |
| 5Y | +27.4% | -46.0% | +73.3% | +15.9% |
| 10Y | +134.6% | +38.0% | +96.5% | +36.3% |
| All | +427.9% | +781.2% | -353.3% | +37.6% |
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