-2.3%
TT vs ADM
+26.0%
-28.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +1.7% | -7.8% | +9.6% | +1.7% |
| 30D | -11.8% | -12.6% | +0.8% | -11.8% |
| 3M | -12.6% | -8.2% | -4.4% | -12.9% |
| 6M | -9.4% | -8.9% | -0.5% | -9.9% |
| YTD | +8.8% | +24.0% | -15.2% | +5.1% |
| All | -2.3% | +26.0% | -28.3% | -5.6% |
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