+47.1%
ADP vs TCOM
+44.2%
+2.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +1.1% | +7.4% | -6.3% | +0.5% |
| 30D | +11.5% | +13.2% | -1.7% | +10.5% |
| 3M | +12.0% | -4.6% | +16.6% | +12.4% |
| 6M | +43.8% | -16.4% | +60.2% | +45.4% |
| YTD | +20.1% | -38.8% | +58.8% | +23.7% |
| 1Y | +22.3% | -37.3% | +59.6% | +25.7% |
| 3Y | +43.3% | +31.4% | +11.8% | +38.3% |
| All | +47.1% | +44.2% | +2.8% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling