-53.1%
TE vs ADM
+137.1%
-190.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +0.2% | +2.5% | -2.3% | -0.5% |
| 30D | -5.9% | +9.5% | -15.4% | -8.4% |
| 3M | -45.6% | +10.6% | -56.2% | -47.3% |
| 6M | -43.4% | +24.0% | -67.4% | -47.2% |
| YTD | -31.0% | +54.0% | -84.9% | -40.1% |
| 1Y | +145.2% | +45.3% | +99.9% | +115.2% |
| 3Y | -24.1% | +21.8% | -45.8% | -31.8% |
| 5Y | -48.1% | +66.8% | -114.9% | -53.5% |
| All | -53.1% | +137.1% | -190.1% | -58.3% |
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