+40.1%
ADM vs TPG
+74.1%
-34.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +2.5% | -9.4% | +11.9% | +3.5% |
| 30D | +9.5% | -5.3% | +14.7% | +9.9% |
| 3M | +10.6% | +12.9% | -2.3% | +8.9% |
| 6M | +24.0% | +20.1% | +3.9% | +20.9% |
| YTD | +54.0% | -22.5% | +76.4% | +58.2% |
| 1Y | +45.3% | -19.7% | +65.0% | +48.3% |
| 3Y | +21.8% | +81.2% | -59.4% | +8.8% |
| All | +40.1% | +74.1% | -34.0% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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