+18.6%
ADM vs TXG
+37.5%
-18.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.3% |
| 7D | -0.1% | +9.4% | -9.4% | -0.4% |
| 30D | +11.0% | +26.1% | -15.1% | +9.9% |
| 3M | +6.0% | +124.8% | -118.8% | +2.3% |
| 6M | +26.9% | +215.2% | -188.3% | +20.2% |
| YTD | +50.0% | +302.2% | -252.2% | +40.1% |
| 1Y | +39.6% | +370.9% | -331.3% | +28.5% |
| All | +18.6% | +37.5% | -18.9% | +11.7% |
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