+104.5%
TFC vs ADM
+20.7%
+83.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.4% | +3.8% | -1.3% | +1.8% |
| 30D | -1.3% | +9.8% | -11.1% | -3.0% |
| 3M | +6.1% | +2.1% | +3.9% | +5.5% |
| 6M | +7.3% | +27.5% | -20.2% | +1.6% |
| YTD | +8.2% | +50.2% | -42.0% | -1.7% |
| 1Y | +14.4% | +40.6% | -26.2% | +5.4% |
| All | +104.5% | +20.7% | +83.8% | +106.7% |
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