+171.7%
ADM vs TRGP
+868.8%
-697.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +3.0% | -0.6% | +3.6% | +3.1% |
| 30D | +8.7% | +10.0% | -1.3% | +6.7% |
| 3M | +7.6% | +7.6% | 0.0% | +6.0% |
| 6M | +26.9% | +26.8% | +0.1% | +21.1% |
| YTD | +54.3% | +60.6% | -6.3% | +40.7% |
| 1Y | +45.7% | +82.5% | -36.8% | +29.3% |
| 3Y | +21.9% | +265.0% | -243.1% | -6.9% |
| 5Y | +67.2% | +645.9% | -578.7% | +11.9% |
| All | +171.7% | +868.8% | -697.1% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling