+12,085.4%
ADP vs TGT
+6,284.4%
+5,801.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +0.3% | +2.6% | -2.3% | -0.5% |
| 30D | +11.6% | +6.6% | +5.0% | +9.6% |
| 3M | +15.1% | +5.2% | +9.8% | +13.3% |
| 6M | +46.0% | +35.3% | +10.7% | +34.1% |
| YTD | +22.4% | +70.3% | -47.9% | +5.1% |
| 1Y | +24.5% | +81.2% | -56.7% | +5.0% |
| 3Y | +44.8% | +66.9% | -22.1% | +19.1% |
| 5Y | +49.1% | -27.2% | +76.3% | +50.0% |
| 10Y | +320.9% | +206.6% | +114.3% | +170.8% |
| All | +12,085.4% | +6,284.4% | +5,801.0% | +2,599.3% |
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