+1,270.8%
ADP vs TDG
+13,892.6%
-12,621.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | +2.2% | +1.7% | +0.5% | +1.5% |
| 30D | +10.6% | +9.7% | +0.9% | +7.0% |
| 3M | +12.9% | -2.3% | +15.2% | +13.5% |
| 6M | +50.6% | +1.3% | +49.3% | +48.7% |
| YTD | +23.2% | -8.5% | +31.7% | +25.2% |
| 1Y | +25.3% | -8.1% | +33.4% | +27.1% |
| 3Y | +47.1% | +43.4% | +3.7% | +25.5% |
| 5Y | +50.1% | +127.8% | -77.7% | +7.2% |
| 10Y | +323.6% | +554.4% | -230.7% | +96.8% |
| All | +1,270.8% | +13,892.6% | -12,621.9% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling