+331.7%
ADM vs TRGP
+2,231.3%
-1,899.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +3.8% | +0.8% | +3.0% | +3.6% |
| 30D | +9.8% | +11.5% | -1.8% | +7.3% |
| 3M | +2.1% | +9.0% | -6.9% | +0.3% |
| 6M | +27.5% | +20.5% | +7.0% | +22.5% |
| YTD | +50.2% | +59.5% | -9.3% | +36.3% |
| 1Y | +40.6% | +77.9% | -37.3% | +24.4% |
| 3Y | +17.2% | +253.6% | -236.3% | -11.5% |
| 5Y | +61.9% | +615.5% | -553.6% | +5.7% |
| 10Y | +159.3% | +897.1% | -737.8% | +39.0% |
| All | +331.7% | +2,231.3% | -1,899.6% | +55.8% |
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