+750.6%
TT vs ADM
+100.2%
+650.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +1.7% | -7.8% | +9.6% | +4.3% |
| 30D | -11.8% | -12.6% | +0.8% | -8.1% |
| 3M | -12.6% | -8.2% | -4.4% | -10.7% |
| 6M | -9.4% | -8.9% | -0.5% | -7.6% |
| YTD | +8.8% | +24.0% | -15.2% | -1.0% |
| 1Y | -2.5% | +26.2% | -28.7% | -12.1% |
| 3Y | +95.7% | +7.0% | +88.7% | +80.2% |
| 5Y | +135.7% | +24.9% | +110.9% | +89.7% |
| 10Y | +750.6% | +102.6% | +648.0% | +385.5% |
| All | +750.6% | +100.2% | +650.4% | +385.5% |
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