+11,904.6%
ADP vs TAP
+821.1%
+11,083.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.3% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | +14.9% | +9.1% | +5.8% | +12.8% |
| 3M | +11.6% | -3.8% | +15.4% | +12.4% |
| 6M | +48.5% | -3.4% | +51.9% | +49.3% |
| YTD | +20.6% | -10.6% | +31.2% | +22.6% |
| 1Y | +23.7% | -4.4% | +28.1% | +23.9% |
| 3Y | +47.8% | -24.4% | +72.2% | +54.0% |
| 5Y | +47.7% | +2.1% | +45.6% | +43.4% |
| 10Y | +324.0% | -48.7% | +372.7% | +353.1% |
| All | +11,904.6% | +821.1% | +11,083.5% | +7,930.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling