+133.5%
TT vs ADM
+23.4%
+110.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +8.1% | +0.7% | +7.3% | +8.0% |
| 30D | -11.3% | -14.7% | +3.4% | -9.7% |
| 3M | -11.2% | -10.4% | -0.8% | -10.2% |
| 6M | -8.9% | -10.9% | +2.0% | -8.0% |
| YTD | +9.7% | +26.0% | -16.3% | +5.4% |
| 1Y | +1.3% | +26.5% | -25.2% | -2.9% |
| 3Y | +93.4% | +8.2% | +85.1% | +87.8% |
| 5Y | +133.5% | +24.0% | +109.6% | +117.1% |
| All | +133.5% | +23.4% | +110.2% | +117.1% |
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 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