+275.2%
ADP vs TGT
+207.2%
+68.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -5.7% | -5.0% | -0.7% | -4.7% |
| 30D | -1.4% | +3.0% | -4.4% | -2.1% |
| 3M | +16.6% | +22.6% | -6.1% | +11.4% |
| 6M | +24.9% | +31.2% | -6.3% | +17.2% |
| YTD | +5.6% | +63.7% | -58.1% | -5.9% |
| 1Y | -6.0% | +78.5% | -84.5% | -18.0% |
| 3Y | +14.5% | +40.5% | -26.1% | +0.6% |
| 5Y | +47.9% | -25.6% | +73.5% | +50.5% |
| All | +275.2% | +207.2% | +68.0% | +169.1% |
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