+14.7%
ADP vs TGT
+46.0%
-31.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.4% |
| 7D | -5.5% | -0.6% | -4.8% | -5.4% |
| 30D | -1.2% | +9.5% | -10.8% | -2.0% |
| 3M | +17.9% | +32.3% | -14.4% | +15.5% |
| 6M | +20.3% | +37.0% | -16.7% | +17.4% |
| YTD | +5.8% | +71.0% | -65.2% | +1.4% |
| 1Y | -7.7% | +85.0% | -92.7% | -12.1% |
| 3Y | +14.7% | +46.8% | -32.1% | +9.8% |
| All | +14.7% | +46.0% | -31.3% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling