+220.3%
TTMI vs ADM
+1,540.1%
-1,319.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -4.0% |
| 7D | +11.4% | +4.2% | +7.2% | +9.5% |
| 30D | -28.3% | -12.8% | -15.5% | -24.5% |
| 3M | -46.7% | -8.5% | -38.2% | -45.3% |
| 6M | -56.1% | -10.9% | -45.2% | -54.7% |
| YTD | +7.4% | +29.4% | -22.1% | -6.0% |
| 1Y | +17.4% | +27.5% | -10.1% | +3.3% |
| 3Y | +429.1% | +10.3% | +418.8% | +371.3% |
| 5Y | +418.8% | +27.4% | +391.4% | +326.4% |
| 10Y | +411.2% | +134.6% | +276.7% | +214.0% |
| All | +220.3% | +1,540.1% | -1,319.8% | +5.6% |
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