-81.0%
TE vs ADM
+23.4%
-104.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.3% |
| 7D | -26.9% | -1.8% | -25.0% | -26.3% |
| 30D | -38.9% | -13.3% | -25.7% | -36.1% |
| 3M | -61.0% | -13.4% | -47.7% | -59.3% |
| 6M | -66.4% | -9.6% | -56.8% | -65.7% |
| YTD | -69.0% | +23.0% | -92.0% | -72.8% |
| 1Y | -54.0% | +27.4% | -81.4% | -60.6% |
| 3Y | +38.0% | +5.7% | +32.3% | +24.6% |
| 5Y | -81.0% | +22.1% | -103.0% | -82.7% |
| All | -81.0% | +23.4% | -104.4% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling