+262.1%
ADM vs TRGP
+2,291.1%
-2,029.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.2% |
| 7D | +0.7% | +9.0% | -8.3% | -1.1% |
| 30D | -14.7% | +1.5% | -16.2% | -15.1% |
| 3M | -10.4% | +10.7% | -21.1% | -12.5% |
| 6M | -10.9% | +17.1% | -28.1% | -14.1% |
| YTD | +26.0% | +63.6% | -37.6% | +13.5% |
| 1Y | +26.5% | +77.0% | -50.5% | +12.1% |
| 3Y | +8.2% | +273.2% | -264.9% | -19.3% |
| 5Y | +24.0% | +508.6% | -484.6% | -16.7% |
| 10Y | +128.4% | +817.8% | -689.4% | +24.8% |
| All | +262.1% | +2,291.1% | -2,029.0% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling