+48.7%
ADP vs TGT
-25.1%
+73.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.4% |
| 7D | +3.2% | +5.5% | -2.3% | +2.2% |
| 30D | +12.8% | +6.0% | +6.7% | +11.6% |
| 3M | +12.3% | +8.0% | +4.3% | +10.8% |
| 6M | +45.4% | +32.3% | +13.1% | +38.8% |
| YTD | +21.4% | +71.3% | -49.9% | +10.8% |
| 1Y | +23.7% | +86.8% | -63.1% | +11.2% |
| 3Y | +43.6% | +67.9% | -24.2% | +24.5% |
| 5Y | +48.7% | -25.1% | +73.8% | +54.5% |
| All | +48.7% | -25.1% | +73.8% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling