+2,577.1%
TFC vs ADM
+1,561.3%
+1,015.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +1.2% | -9.0% | +10.2% | +4.5% |
| 30D | +8.3% | -14.0% | +22.3% | +14.0% |
| 3M | -5.2% | -9.2% | +4.0% | -2.4% |
| 6M | -0.8% | -9.2% | +8.4% | +1.6% |
| YTD | +3.4% | +24.2% | -20.8% | -6.1% |
| 1Y | +17.0% | +27.0% | -10.0% | +5.2% |
| 3Y | +86.2% | +6.6% | +79.6% | +72.5% |
| 5Y | -2.3% | +25.0% | -27.3% | -15.5% |
| 10Y | +93.9% | +100.2% | -6.3% | +43.3% |
| All | +2,577.1% | +1,561.3% | +1,015.8% | +1,051.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling