+537.0%
TDG vs ADM
+177.9%
+359.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.9% | +2.5% | -4.4% | -2.8% |
| 30D | -7.7% | +9.5% | -17.2% | -11.0% |
| 3M | -9.3% | +10.6% | -19.9% | -13.3% |
| 6M | -9.4% | +24.0% | -33.4% | -17.9% |
| YTD | -14.3% | +54.0% | -68.2% | -29.2% |
| 1Y | -11.8% | +45.3% | -57.1% | -25.8% |
| 3Y | +52.0% | +21.8% | +30.2% | +33.4% |
| 5Y | +128.8% | +66.8% | +62.0% | +57.8% |
| All | +537.0% | +177.9% | +359.1% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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