+156.4%
ADM vs TXG
+22.9%
+133.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +3.0% | +5.0% | -2.0% | +2.7% |
| 30D | +8.7% | +13.5% | -4.8% | +7.9% |
| 3M | +7.6% | +128.0% | -120.4% | +2.4% |
| 6M | +26.9% | +224.4% | -197.6% | +17.9% |
| YTD | +54.3% | +307.0% | -252.7% | +41.1% |
| 1Y | +45.7% | +427.2% | -381.6% | +30.3% |
| 3Y | +21.9% | +40.2% | -18.2% | +15.1% |
| 5Y | +67.2% | -64.0% | +131.2% | +68.2% |
| All | +156.4% | +22.9% | +133.5% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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