+20.5%
ADP vs TFC
+20.8%
-0.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.4% | +1.8% |
| 7D | +6.4% | +5.1% | +1.3% | +5.2% |
| 30D | +16.6% | +9.8% | +6.8% | +14.2% |
| 3M | +12.9% | -2.4% | +15.3% | +13.1% |
| 6M | +45.7% | +4.9% | +40.7% | +43.6% |
| YTD | +20.6% | +6.6% | +14.1% | +19.2% |
| 1Y | +20.5% | +21.3% | -0.8% | +9.2% |
| All | +20.5% | +20.8% | -0.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling