+162.6%
TE vs ADM
+43.6%
+118.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -2.1% |
| 7D | +15.0% | +1.4% | +13.6% | +15.6% |
| 30D | -7.5% | +8.2% | -15.7% | -4.9% |
| 3M | -42.0% | +8.7% | -50.7% | -39.7% |
| 6M | -31.4% | +29.1% | -60.5% | -23.1% |
| YTD | -26.5% | +53.7% | -80.1% | -11.4% |
| All | +162.6% | +43.6% | +118.9% | +229.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling