+1,077.6%
ADP vs TDG
+13,063.4%
-11,985.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.0% |
| 7D | -5.5% | -0.9% | -4.6% | -5.2% |
| 30D | -1.2% | -6.5% | +5.3% | +1.0% |
| 3M | +17.9% | -5.1% | +22.9% | +19.4% |
| 6M | +20.3% | -11.5% | +31.9% | +24.2% |
| YTD | +5.8% | -13.9% | +19.7% | +10.1% |
| 1Y | -7.7% | -11.5% | +3.7% | -5.1% |
| 3Y | +14.7% | +53.7% | -38.9% | -4.4% |
| 5Y | +45.8% | +135.5% | -89.7% | +3.0% |
| 10Y | +270.5% | +535.2% | -264.7% | +74.2% |
| All | +1,077.6% | +13,063.4% | -11,985.8% | +104.9% |
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