+91.5%
TT vs ADM
+11.2%
+80.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.5% |
| 7D | +4.0% | +4.2% | -0.1% | +4.0% |
| 30D | -11.3% | -12.8% | +1.5% | -11.1% |
| 3M | -12.3% | -8.5% | -3.8% | -12.2% |
| 6M | -10.8% | -10.9% | +0.1% | -10.7% |
| YTD | +8.2% | +29.4% | -21.3% | +7.1% |
| 1Y | +1.5% | +27.5% | -26.1% | +0.5% |
| 3Y | +91.5% | +10.3% | +81.1% | +85.8% |
| All | +91.5% | +11.2% | +80.3% | +85.8% |
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 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