+18.5%
ADM vs TRGP
+265.9%
-247.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | +11.0% | +14.6% | -3.5% | +8.6% |
| 3M | +6.0% | +11.9% | -5.9% | +4.1% |
| 6M | +26.9% | +25.3% | +1.6% | +22.7% |
| YTD | +50.0% | +61.9% | -11.8% | +40.2% |
| 1Y | +39.6% | +87.3% | -47.7% | +28.1% |
| 3Y | +18.5% | +268.0% | -249.5% | -2.3% |
| All | +18.5% | +265.9% | -247.3% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling