+279.0%
ADP vs TCOM
-12.7%
+291.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.6% |
| 7D | -5.7% | -10.2% | +4.5% | -4.4% |
| 30D | -3.1% | -16.8% | +13.7% | -0.9% |
| 3M | +15.6% | -16.7% | +32.3% | +18.0% |
| 6M | +20.8% | -27.1% | +47.9% | +25.2% |
| YTD | +4.7% | -45.5% | +50.2% | +12.1% |
| 1Y | -8.3% | -45.9% | +37.6% | -1.9% |
| 3Y | +13.6% | +9.8% | +3.8% | +8.1% |
| 5Y | +45.0% | +23.8% | +21.2% | +30.4% |
| 10Y | +279.0% | -10.8% | +289.8% | +229.9% |
| All | +279.0% | -12.7% | +291.7% | +229.9% |
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