+1,084.3%
TTMI vs ADM
+178.5%
+905.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.7% |
| 7D | +6.0% | +3.0% | +3.0% | +4.7% |
| 30D | -6.4% | +8.7% | -15.1% | -9.8% |
| 3M | -28.9% | +7.6% | -36.5% | -31.5% |
| 6M | +26.9% | +26.9% | 0.0% | +13.5% |
| YTD | +77.3% | +54.3% | +23.0% | +45.7% |
| 1Y | +147.5% | +45.7% | +101.8% | +106.7% |
| 3Y | +847.6% | +21.9% | +825.7% | +731.8% |
| 5Y | +802.2% | +67.2% | +735.1% | +539.5% |
| All | +1,084.3% | +178.5% | +905.9% | +515.2% |
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