+45.0%
ADP vs TD
+123.1%
-78.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -5.7% | -1.9% | -3.8% | -5.0% |
| 30D | -3.1% | -1.6% | -1.5% | -2.7% |
| 3M | +15.6% | +4.6% | +11.0% | +13.3% |
| 6M | +20.8% | +26.8% | -6.0% | +9.6% |
| YTD | +4.7% | +28.3% | -23.6% | -5.5% |
| 1Y | -8.3% | +60.4% | -68.7% | -24.6% |
| 3Y | +13.6% | +125.7% | -112.2% | -20.6% |
| 5Y | +45.0% | +122.4% | -77.3% | +3.0% |
| All | +45.0% | +123.1% | -78.0% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling