-5.3%
ADP vs TDG
-9.4%
+4.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.1% |
| 7D | -3.4% | -2.0% | -1.4% | -3.2% |
| 30D | +2.8% | -7.4% | +10.2% | +3.7% |
| 3M | +20.9% | -5.4% | +26.3% | +21.2% |
| 6M | +29.9% | -11.6% | +41.5% | +32.9% |
| YTD | +9.6% | -12.6% | +22.3% | +13.6% |
| 1Y | -5.3% | -9.3% | +4.1% | -3.0% |
| All | -5.3% | -9.4% | +4.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling