+316.8%
ADP vs TAP
-49.3%
+366.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.1% |
| 7D | +3.2% | +0.5% | +2.7% | +2.9% |
| 30D | +14.9% | +9.1% | +5.8% | +11.8% |
| 3M | +11.6% | -3.8% | +15.4% | +12.7% |
| 6M | +48.5% | -3.4% | +51.9% | +49.6% |
| YTD | +20.6% | -10.6% | +31.2% | +23.3% |
| 1Y | +23.7% | -4.4% | +28.1% | +23.6% |
| 3Y | +47.8% | -24.4% | +72.2% | +56.5% |
| 5Y | +47.7% | +2.1% | +45.6% | +38.4% |
| All | +316.8% | -49.3% | +366.1% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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