+2,700.2%
TFC vs ADM
+1,908.9%
+791.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.4% | +3.8% | -1.3% | +1.0% |
| 30D | -1.3% | +9.8% | -11.1% | -4.7% |
| 3M | +6.1% | +2.1% | +3.9% | +4.8% |
| 6M | +7.3% | +27.5% | -20.2% | -2.7% |
| YTD | +8.2% | +50.2% | -42.0% | -7.8% |
| 1Y | +14.4% | +40.6% | -26.2% | -0.6% |
| 3Y | +93.7% | +17.2% | +76.5% | +74.5% |
| 5Y | +16.4% | +61.9% | -45.5% | -7.9% |
| 10Y | +101.6% | +159.3% | -57.7% | +36.6% |
| All | +2,700.2% | +1,908.9% | +791.3% | +1,029.4% |
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