+902.6%
TT vs ADM
+159.6%
+742.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | 0.0% | +3.8% | -3.8% | -1.3% |
| 30D | -7.2% | +9.8% | -16.9% | -10.2% |
| 3M | -3.0% | +2.1% | -5.1% | -4.1% |
| 6M | +1.4% | +27.5% | -26.2% | -7.7% |
| YTD | +15.9% | +50.2% | -34.3% | -0.6% |
| 1Y | +9.4% | +40.6% | -31.2% | -4.4% |
| 3Y | +124.4% | +17.2% | +107.1% | +104.5% |
| 5Y | +138.0% | +61.9% | +76.1% | +73.5% |
| All | +902.6% | +159.6% | +742.9% | +434.1% |
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