+201.6%
TGT vs ADM
+133.7%
+67.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.5% |
| 7D | +2.6% | +4.2% | -1.6% | +1.3% |
| 30D | +4.7% | -12.8% | +17.5% | +9.2% |
| 3M | +4.6% | -8.5% | +13.0% | +7.1% |
| 6M | +34.9% | -10.9% | +45.8% | +38.7% |
| YTD | +70.9% | +29.4% | +41.5% | +53.6% |
| 1Y | +84.4% | +27.5% | +56.8% | +66.5% |
| 3Y | +69.1% | +10.3% | +58.8% | +55.8% |
| 5Y | -26.9% | +27.4% | -54.3% | -37.6% |
| All | +201.6% | +133.7% | +67.9% | +98.5% |
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