+45.0%
ADP vs TKO
+306.8%
-261.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.7% |
| 7D | -5.7% | +0.7% | -6.3% | -5.8% |
| 30D | -3.1% | +0.9% | -4.0% | -3.3% |
| 3M | +15.6% | -6.2% | +21.8% | +16.4% |
| 6M | +20.8% | -5.6% | +26.4% | +21.4% |
| YTD | +4.7% | -7.8% | +12.6% | +5.5% |
| 1Y | -8.3% | -1.2% | -7.1% | -8.7% |
| 3Y | +13.6% | +106.5% | -93.0% | +0.4% |
| 5Y | +45.0% | +310.4% | -265.3% | +5.8% |
| All | +45.0% | +306.8% | -261.8% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling