+127.9%
TT vs ADM
+24.5%
+103.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -2.0% | -9.0% | +7.0% | -1.0% |
| 30D | -14.0% | -14.0% | 0.0% | -12.6% |
| 3M | -15.9% | -9.2% | -6.7% | -15.1% |
| 6M | -17.3% | -9.2% | -8.2% | -16.7% |
| YTD | +4.0% | +24.2% | -20.3% | 0.0% |
| 1Y | -7.1% | +27.0% | -34.1% | -11.0% |
| 3Y | +90.2% | +6.6% | +83.6% | +85.2% |
| All | +127.9% | +24.5% | +103.4% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling