+317.5%
ADP vs TCOM
+8.8%
+308.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +3.2% | +6.5% | -3.3% | +2.4% |
| 30D | +12.8% | +13.3% | -0.6% | +11.0% |
| 3M | +12.3% | -6.5% | +18.8% | +13.2% |
| 6M | +45.4% | -16.3% | +61.7% | +48.2% |
| YTD | +21.4% | -38.7% | +60.1% | +28.0% |
| 1Y | +23.7% | -40.1% | +63.8% | +30.7% |
| 3Y | +43.6% | +30.6% | +13.0% | +33.9% |
| 5Y | +48.7% | +45.8% | +2.9% | +30.9% |
| All | +317.5% | +8.8% | +308.7% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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