+316.1%
ADP vs TAP
-48.8%
+364.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +3.2% | -4.5% | +7.7% | +4.6% |
| 30D | +12.8% | +7.5% | +5.3% | +10.2% |
| 3M | +12.3% | -4.9% | +17.2% | +13.8% |
| 6M | +45.4% | -3.5% | +48.9% | +46.5% |
| YTD | +21.4% | -11.4% | +32.8% | +24.5% |
| 1Y | +23.7% | -10.8% | +34.5% | +26.4% |
| 3Y | +43.6% | -24.5% | +68.1% | +52.2% |
| 5Y | +48.7% | +2.5% | +46.3% | +39.0% |
| 10Y | +316.1% | -47.6% | +363.7% | +319.0% |
| All | +316.1% | -48.8% | +364.9% | +319.0% |
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