+361.1%
TTD vs ADM
+174.6%
+186.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.7% |
| 7D | -4.6% | +1.4% | -6.0% | -5.0% |
| 30D | +3.7% | +8.2% | -4.6% | +1.1% |
| 3M | -30.2% | +8.7% | -38.9% | -32.2% |
| 6M | -51.4% | +29.1% | -80.5% | -55.5% |
| YTD | -63.4% | +53.7% | -117.1% | -68.5% |
| 1Y | -73.5% | +43.2% | -116.7% | -76.8% |
| 3Y | -83.5% | +21.4% | -104.9% | -85.1% |
| 5Y | -80.9% | +67.1% | -148.0% | -85.8% |
| All | +361.1% | +174.6% | +186.5% | +153.3% |
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