+13,174.6%
TDG vs ADM
+307.9%
+12,866.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.0% | +3.8% | -5.8% | -3.4% |
| 30D | -7.4% | +9.8% | -17.1% | -10.6% |
| 3M | -5.4% | +2.1% | -7.5% | -6.7% |
| 6M | -11.6% | +27.5% | -39.1% | -20.2% |
| YTD | -12.6% | +50.2% | -62.8% | -25.9% |
| 1Y | -9.3% | +40.6% | -49.9% | -21.6% |
| 3Y | +49.2% | +17.2% | +31.9% | +32.6% |
| 5Y | +132.1% | +61.9% | +70.3% | +77.4% |
| 10Y | +544.8% | +159.3% | +385.6% | +304.8% |
| All | +13,174.6% | +307.9% | +12,866.8% | +6,276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling