+10.3%
ADM vs TXG
+65.2%
-54.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.3% | +2.8% |
| 7D | +4.2% | -1.8% | +6.0% | +4.2% |
| 30D | -12.8% | -20.4% | +7.6% | -12.4% |
| 3M | -8.5% | +0.1% | -8.5% | -9.0% |
| 6M | -10.9% | +176.2% | -187.1% | -15.1% |
| YTD | +29.4% | +256.8% | -227.4% | +21.1% |
| 1Y | +27.5% | +255.9% | -228.4% | +19.1% |
| 3Y | +10.3% | +60.2% | -49.9% | +0.7% |
| All | +10.3% | +65.2% | -54.9% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling