+86.2%
TFC vs ADM
+6.1%
+80.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.2% | -9.0% | +10.2% | +2.6% |
| 30D | +8.3% | -14.0% | +22.3% | +10.7% |
| 3M | -5.2% | -9.2% | +4.0% | -4.0% |
| 6M | -0.8% | -9.2% | +8.4% | +0.1% |
| YTD | +3.4% | +24.2% | -20.8% | -2.6% |
| 1Y | +17.0% | +27.0% | -10.0% | +9.5% |
| 3Y | +86.2% | +6.6% | +79.6% | +77.7% |
| All | +86.2% | +6.1% | +80.1% | +77.7% |
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 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