+90.2%
TT vs ADM
+6.1%
+84.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | -2.0% | -9.0% | +7.0% | -1.9% |
| 30D | -14.0% | -14.0% | 0.0% | -13.8% |
| 3M | -15.9% | -9.2% | -6.7% | -15.8% |
| 6M | -17.3% | -9.2% | -8.2% | -17.3% |
| YTD | +4.0% | +24.2% | -20.3% | +3.0% |
| 1Y | -7.1% | +27.0% | -34.1% | -8.0% |
| 3Y | +90.2% | +6.6% | +83.6% | +84.4% |
| All | +90.2% | +6.1% | +84.1% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling