+39.8%
ADM vs TPG
+78.6%
-38.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.4% | +2.8% |
| 7D | +1.4% | -6.5% | +7.9% | +2.0% |
| 30D | +8.2% | +0.1% | +8.1% | +8.0% |
| 3M | +8.7% | +14.5% | -5.8% | +6.8% |
| 6M | +29.1% | +17.3% | +11.8% | +26.2% |
| YTD | +53.7% | -20.5% | +74.2% | +57.5% |
| 1Y | +43.2% | -13.2% | +56.5% | +44.8% |
| 3Y | +21.4% | +87.7% | -66.3% | +8.1% |
| All | +39.8% | +78.6% | -38.8% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling