+43.3%
ADP vs TD
+134.4%
-91.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +11.5% | +7.9% | +3.6% | +10.2% |
| 3M | +12.0% | +3.1% | +8.9% | +11.4% |
| 6M | +43.8% | +17.2% | +26.6% | +39.3% |
| YTD | +20.1% | +34.7% | -14.7% | +12.4% |
| 1Y | +22.3% | +56.9% | -34.6% | +10.1% |
| 3Y | +43.3% | +134.7% | -91.5% | +15.8% |
| All | +43.3% | +134.4% | -91.1% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling