+1,608.2%
ADP vs TCOM
+2,870.5%
-1,262.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +0.9% | +2.2% | -1.2% | +0.7% |
| 30D | +11.9% | +12.5% | -0.6% | +10.3% |
| 3M | +13.7% | -5.6% | +19.3% | +14.4% |
| 6M | +46.8% | -16.5% | +63.2% | +49.5% |
| YTD | +21.8% | -39.4% | +61.1% | +28.3% |
| 1Y | +23.5% | -41.0% | +64.5% | +30.6% |
| 3Y | +44.1% | +29.2% | +14.8% | +35.7% |
| 5Y | +49.9% | +41.6% | +8.2% | +34.1% |
| 10Y | +318.8% | +6.6% | +312.1% | +272.4% |
| All | +1,608.2% | +2,870.5% | -1,262.3% | +951.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling