+18.5%
ADP vs TECH
-2.1%
+20.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +2.8% | +0.7% | +2.1% | +2.7% |
| 3M | +20.9% | +36.3% | -15.4% | +16.0% |
| 6M | +29.9% | +25.6% | +4.3% | +25.2% |
| YTD | +9.6% | +23.7% | -14.0% | +5.8% |
| 1Y | -5.3% | +37.6% | -42.9% | -10.2% |
| All | +18.5% | -2.1% | +20.6% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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