+1,312.8%
ADP vs TDY
+7,529.4%
-6,216.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | +2.2% | +4.1% | -1.9% | +1.3% |
| 30D | +10.6% | +5.7% | +4.8% | +9.0% |
| 3M | +12.9% | -4.4% | +17.4% | +13.6% |
| 6M | +50.6% | +1.2% | +49.4% | +49.1% |
| YTD | +23.2% | +26.0% | -2.9% | +15.6% |
| 1Y | +25.3% | +27.4% | -2.1% | +17.3% |
| 3Y | +47.1% | +67.5% | -20.4% | +29.0% |
| 5Y | +50.1% | +44.9% | +5.2% | +35.2% |
| 10Y | +323.6% | +440.9% | -117.3% | +198.7% |
| All | +1,312.8% | +7,529.4% | -6,216.6% | +663.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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