+319.9%
ADP vs TD
+300.0%
+19.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.2% | +1.1% | +1.1% | +1.6% |
| 30D | +10.6% | +5.2% | +5.4% | +7.5% |
| 3M | +12.9% | +1.2% | +11.7% | +11.8% |
| 6M | +50.6% | +17.7% | +32.9% | +36.6% |
| YTD | +23.2% | +34.2% | -11.0% | +3.4% |
| 1Y | +25.3% | +55.4% | -30.2% | -3.3% |
| 3Y | +47.1% | +130.4% | -83.3% | -11.2% |
| 5Y | +50.1% | +101.8% | -51.8% | -3.4% |
| All | +319.9% | +300.0% | +19.9% | +75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling