-5.3%
ADP vs TD
+64.8%
-70.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.2% |
| 7D | -3.4% | +0.3% | -3.7% | -3.4% |
| 30D | +2.8% | +0.4% | +2.4% | +2.8% |
| 3M | +20.9% | +7.6% | +13.3% | +20.9% |
| 6M | +29.9% | +25.0% | +4.9% | +26.7% |
| YTD | +9.6% | +31.0% | -21.4% | +5.6% |
| 1Y | -5.3% | +65.2% | -70.4% | -15.9% |
| All | -5.3% | +64.8% | -70.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling