+275.2%
ADP vs TD
+303.5%
-28.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -5.7% | -2.6% | -3.1% | -4.4% |
| 30D | -1.4% | -1.0% | -0.4% | -1.0% |
| 3M | +16.6% | +5.6% | +10.9% | +12.5% |
| 6M | +24.9% | +27.1% | -2.2% | +8.4% |
| YTD | +5.6% | +29.4% | -23.8% | -9.4% |
| 1Y | -6.0% | +60.7% | -66.7% | -28.8% |
| 3Y | +14.5% | +127.6% | -113.2% | -30.6% |
| 5Y | +47.9% | +125.4% | -77.5% | -11.7% |
| All | +275.2% | +303.5% | -28.3% | +57.4% |
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