+500.3%
TTD vs ADM
+127.5%
+372.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +20.8% | +0.7% | +20.1% | +20.5% |
| 30D | +27.1% | -14.7% | +41.8% | +33.5% |
| 3M | +14.7% | -10.4% | +25.1% | +18.3% |
| 6M | -26.8% | -10.9% | -15.9% | -24.6% |
| YTD | -59.2% | +26.0% | -85.2% | -63.0% |
| 1Y | -64.7% | +26.5% | -91.2% | -68.1% |
| 3Y | -75.8% | +8.2% | -84.1% | -77.8% |
| 5Y | -84.6% | +24.0% | -108.6% | -87.3% |
| All | +500.3% | +127.5% | +372.8% | +226.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling