+261.8%
ADM vs TRGP
+2,254.6%
-1,992.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.6% |
| 7D | +0.1% | +2.4% | -2.3% | -0.4% |
| 30D | -11.8% | +0.8% | -12.6% | -12.1% |
| 3M | -11.3% | +10.4% | -21.7% | -13.3% |
| 6M | -10.0% | +16.3% | -26.3% | -13.1% |
| YTD | +25.9% | +61.1% | -35.2% | +13.7% |
| 1Y | +26.7% | +71.6% | -45.0% | +12.9% |
| 3Y | +8.1% | +267.5% | -259.3% | -19.1% |
| 5Y | +23.5% | +488.1% | -464.6% | -16.4% |
| 10Y | +128.2% | +803.8% | -675.6% | +25.1% |
| All | +261.8% | +2,254.6% | -1,992.8% | +30.0% |
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