-16.6%
TE vs ADM
+18.1%
-34.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | +18.2% | -0.1% | +18.3% | +18.2% |
| 30D | -13.5% | +11.0% | -24.5% | -16.4% |
| 3M | -44.6% | +6.0% | -50.6% | -45.8% |
| 6M | -24.7% | +26.9% | -51.6% | -31.1% |
| YTD | -24.3% | +50.0% | -74.3% | -35.6% |
| 1Y | +155.6% | +39.6% | +116.0% | +122.4% |
| All | -16.6% | +18.1% | -34.7% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling