+97.2%
TFC vs ADM
+171.4%
-74.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -2.0% |
| 7D | -1.3% | +1.4% | -2.7% | -2.0% |
| 30D | -2.3% | +8.2% | -10.6% | -6.5% |
| 3M | +2.5% | +8.7% | -6.2% | -2.6% |
| 6M | +9.5% | +29.1% | -19.6% | -6.4% |
| YTD | +5.1% | +53.7% | -48.6% | -19.0% |
| 1Y | +15.5% | +43.2% | -27.8% | -8.1% |
| 3Y | +95.2% | +21.4% | +73.8% | +64.5% |
| 5Y | +14.5% | +67.1% | -52.6% | -29.3% |
| 10Y | +97.2% | +176.6% | -79.4% | -21.2% |
| All | +97.2% | +171.4% | -74.2% | -21.2% |
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 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