+47.1%
ADP vs TDG
+43.8%
+3.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | +2.2% | +1.7% | +0.5% | +1.8% |
| 30D | +10.6% | +9.7% | +0.9% | +8.2% |
| 3M | +12.9% | -2.3% | +15.2% | +13.3% |
| 6M | +50.6% | +1.3% | +49.3% | +49.1% |
| YTD | +23.2% | -8.5% | +31.7% | +25.3% |
| 1Y | +25.3% | -8.1% | +33.4% | +27.2% |
| 3Y | +47.1% | +43.4% | +3.7% | +32.6% |
| All | +47.1% | +43.8% | +3.3% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling