+15,818.7%
TT vs ADM
+1,908.9%
+13,909.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.2% | +3.8% | -4.0% | -1.6% |
| 30D | -7.4% | +9.8% | -17.1% | -10.6% |
| 3M | -3.2% | +2.1% | -5.3% | -4.4% |
| 6M | +1.1% | +27.5% | -26.4% | -8.1% |
| YTD | +15.6% | +50.2% | -34.6% | -1.1% |
| 1Y | +9.2% | +40.6% | -31.4% | -4.9% |
| 3Y | +124.4% | +17.2% | +107.1% | +100.2% |
| 5Y | +138.0% | +61.9% | +76.1% | +83.7% |
| 10Y | +886.4% | +159.3% | +727.1% | +529.1% |
| All | +15,818.7% | +1,908.9% | +13,909.8% | +4,607.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling