+212.3%
TTMI vs ADM
+1,459.1%
-1,246.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | -11.5% | -1.8% | -9.7% | -10.8% |
| 30D | -40.3% | -13.3% | -27.1% | -37.0% |
| 3M | -44.5% | -13.4% | -31.1% | -41.7% |
| 6M | -54.1% | -9.6% | -44.5% | -52.9% |
| YTD | +4.7% | +23.0% | -18.3% | -6.4% |
| 1Y | +3.3% | +27.4% | -24.0% | -9.2% |
| 3Y | +407.2% | +5.7% | +401.6% | +359.7% |
| 5Y | +406.5% | +22.1% | +384.4% | +323.5% |
| 10Y | +420.4% | +106.0% | +314.4% | +236.3% |
| All | +212.3% | +1,459.1% | -1,246.8% | +5.2% |
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 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