+10,816.5%
ADP vs TGT
+6,379.3%
+4,437.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.2% |
| 7D | -3.4% | +0.8% | -4.2% | -3.6% |
| 30D | +2.8% | +12.2% | -9.4% | -0.4% |
| 3M | +20.9% | +33.8% | -12.9% | +11.7% |
| 6M | +29.9% | +39.3% | -9.4% | +18.2% |
| YTD | +9.6% | +72.9% | -63.2% | -6.0% |
| 1Y | -5.3% | +84.6% | -89.8% | -20.4% |
| 3Y | +16.5% | +46.2% | -29.7% | -0.5% |
| 5Y | +49.4% | -21.3% | +70.7% | +47.3% |
| 10Y | +282.2% | +213.5% | +68.7% | +144.7% |
| All | +10,816.5% | +6,379.3% | +4,437.2% | +2,312.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling