+3,296.5%
ADP vs TD
+8,109.5%
-4,813.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.9% | -3.1% | +4.0% | +2.1% |
| 30D | +11.9% | +6.7% | +5.2% | +9.1% |
| 3M | +13.7% | +3.1% | +10.6% | +12.1% |
| 6M | +46.8% | +17.6% | +29.1% | +37.1% |
| YTD | +21.8% | +34.8% | -13.0% | +7.5% |
| 1Y | +23.5% | +55.6% | -32.1% | +3.1% |
| 3Y | +44.1% | +133.1% | -89.1% | +1.6% |
| 5Y | +49.9% | +104.7% | -54.8% | +10.4% |
| 10Y | +318.8% | +303.6% | +15.2% | +137.9% |
| All | +3,296.5% | +8,109.5% | -4,813.0% | +581.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling