+47.1%
ADP vs TKO
+154.2%
-107.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +2.2% | +2.3% | -0.1% | +1.9% |
| 30D | +10.6% | +13.4% | -2.8% | +8.9% |
| 3M | +12.9% | -1.7% | +14.7% | +13.0% |
| 6M | +50.6% | +7.2% | +43.4% | +49.2% |
| YTD | +23.2% | -5.4% | +28.6% | +23.5% |
| 1Y | +25.3% | +8.7% | +16.6% | +23.3% |
| 3Y | +47.1% | +150.4% | -103.3% | +39.0% |
| All | +47.1% | +154.2% | -107.1% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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