+328.6%
TMO vs ADM
+177.9%
+150.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.6% | +2.5% | -3.1% | -1.2% |
| 30D | +1.1% | +9.5% | -8.3% | -1.2% |
| 3M | +28.3% | +10.6% | +17.7% | +24.7% |
| 6M | +23.3% | +24.0% | -0.8% | +15.8% |
| YTD | +5.5% | +54.0% | -48.5% | -6.7% |
| 1Y | +24.5% | +45.3% | -20.8% | +11.6% |
| 3Y | +19.6% | +21.8% | -2.2% | +9.9% |
| 5Y | +8.1% | +66.8% | -58.7% | -11.6% |
| All | +328.6% | +177.9% | +150.8% | +179.9% |
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