+8,094.7%
TMO vs ADM
+1,906.3%
+6,188.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +1.5% | +11.0% | -9.5% | -1.2% |
| 3M | +28.5% | +6.0% | +22.5% | +26.2% |
| 6M | +20.4% | +26.9% | -6.6% | +12.4% |
| YTD | +4.3% | +50.0% | -45.7% | -6.8% |
| 1Y | +24.1% | +39.6% | -15.5% | +12.7% |
| 3Y | +17.5% | +18.5% | -1.1% | +8.8% |
| 5Y | +6.8% | +62.6% | -55.8% | -10.1% |
| 10Y | +311.9% | +162.4% | +149.5% | +197.9% |
| All | +8,094.7% | +1,906.3% | +6,188.5% | +3,622.3% |
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