+1,113.7%
ADP vs TDY
+7,071.3%
-5,957.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | -5.5% | -0.9% | -4.6% | -5.3% |
| 30D | -1.2% | -12.5% | +11.2% | +1.5% |
| 3M | +17.9% | -1.2% | +19.1% | +17.8% |
| 6M | +20.3% | -6.6% | +26.9% | +21.3% |
| YTD | +5.8% | +18.5% | -12.6% | +1.0% |
| 1Y | -7.7% | +10.8% | -18.5% | -10.7% |
| 3Y | +14.7% | +47.5% | -32.8% | +3.8% |
| 5Y | +45.8% | +35.8% | +10.0% | +33.6% |
| 10Y | +270.5% | +459.0% | -188.5% | +161.2% |
| All | +1,113.7% | +7,071.3% | -5,957.6% | +566.9% |
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