+319.9%
ADP vs TGT
+206.3%
+113.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +2.2% | +2.6% | -0.5% | +1.5% |
| 30D | +10.6% | +4.7% | +5.9% | +9.4% |
| 3M | +12.9% | +4.6% | +8.4% | +11.6% |
| 6M | +50.6% | +34.9% | +15.8% | +40.7% |
| YTD | +23.2% | +70.9% | -47.7% | +8.7% |
| 1Y | +25.3% | +84.4% | -59.1% | +8.5% |
| 3Y | +47.1% | +69.1% | -22.0% | +23.2% |
| 5Y | +50.1% | -26.9% | +77.0% | +54.0% |
| All | +319.9% | +206.3% | +113.6% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling