+278.9%
ADP vs TDG
+547.7%
-268.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | -2.8% | -1.9% | -0.9% | -2.1% |
| 30D | +0.2% | -7.7% | +7.9% | +2.9% |
| 3M | +20.5% | -9.3% | +29.8% | +24.1% |
| 6M | +28.8% | -9.4% | +38.1% | +31.7% |
| YTD | +6.6% | -14.3% | +20.9% | +11.1% |
| 1Y | -6.9% | -11.8% | +4.9% | -4.2% |
| 3Y | +16.1% | +52.0% | -35.8% | -3.3% |
| 5Y | +49.3% | +128.8% | -79.5% | +5.8% |
| All | +278.9% | +547.7% | -268.7% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling