+9.2%
TT vs ADM
+40.7%
-31.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -0.2% | +3.8% | -4.0% | -0.3% |
| 30D | -7.4% | +9.8% | -17.1% | -7.6% |
| 3M | -3.2% | +2.1% | -5.3% | -3.1% |
| 6M | +1.1% | +27.5% | -26.4% | -0.5% |
| YTD | +15.6% | +50.2% | -34.6% | +14.3% |
| 1Y | +9.2% | +40.6% | -31.4% | +7.8% |
| All | +9.2% | +40.7% | -31.6% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling