+53.2%
ADP vs TAP
+2.2%
+51.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -3.4% | -2.3% | -1.1% | -2.9% |
| 30D | +2.8% | -2.1% | +4.9% | +3.2% |
| 3M | +20.9% | +6.6% | +14.3% | +19.2% |
| 6M | +29.9% | -11.5% | +41.4% | +33.0% |
| YTD | +9.6% | -10.3% | +19.9% | +11.3% |
| 1Y | -5.3% | -14.4% | +9.1% | -3.0% |
| 3Y | +16.5% | -28.3% | +44.8% | +23.3% |
| All | +53.2% | +2.2% | +51.0% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling