+396.0%
TTD vs ADM
+121.6%
+274.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.2% | +15.7% | +15.5% |
| 7D | +19.0% | -7.8% | +26.8% | +21.7% |
| 30D | +23.6% | -12.6% | +36.2% | +28.4% |
| 3M | +8.2% | -8.2% | +16.4% | +10.4% |
| 6M | -35.3% | -8.9% | -26.4% | -34.0% |
| YTD | -60.7% | +24.0% | -84.7% | -64.0% |
| 1Y | -65.3% | +26.2% | -91.4% | -68.4% |
| 3Y | -80.6% | +7.0% | -87.6% | -82.0% |
| 5Y | -84.6% | +24.9% | -109.5% | -87.2% |
| 10Y | +550.5% | +102.6% | +447.9% | +281.6% |
| All | +396.0% | +121.6% | +274.4% | +189.9% |
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