+443.1%
TTMI vs ADM
+1,803.6%
-1,360.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.6% | +8.7% |
| 7D | +5.9% | +3.8% | +2.1% | +4.1% |
| 30D | -4.3% | +9.8% | -14.1% | -8.3% |
| 3M | -32.0% | +2.1% | -34.2% | -33.1% |
| 6M | +19.5% | +27.5% | -8.0% | +6.5% |
| YTD | +82.0% | +50.2% | +31.8% | +51.2% |
| 1Y | +172.6% | +40.6% | +132.0% | +130.9% |
| 3Y | +744.7% | +17.2% | +727.4% | +642.0% |
| 5Y | +805.6% | +61.9% | +743.7% | +576.0% |
| 10Y | +1,057.6% | +159.3% | +898.3% | +583.7% |
| All | +443.1% | +1,803.6% | -1,360.4% | +69.9% |
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