+2,958.3%
ADP vs TD
+7,879.0%
-4,920.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.6% |
| 7D | -3.4% | +0.3% | -3.7% | -3.6% |
| 30D | +2.8% | +0.4% | +2.4% | +2.5% |
| 3M | +20.9% | +7.6% | +13.3% | +17.1% |
| 6M | +29.9% | +25.0% | +4.9% | +18.3% |
| YTD | +9.6% | +31.0% | -21.4% | -2.0% |
| 1Y | -5.3% | +65.2% | -70.4% | -22.7% |
| 3Y | +16.5% | +122.5% | -106.0% | -16.3% |
| 5Y | +49.4% | +124.8% | -75.4% | +6.2% |
| 10Y | +282.2% | +298.2% | -16.0% | +118.7% |
| All | +2,958.3% | +7,879.0% | -4,920.7% | +521.5% |
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