+1,288.4%
ADP vs TKO
+1,366.4%
-78.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.8% |
| 7D | -3.4% | +0.7% | -4.2% | -3.6% |
| 30D | +2.8% | +1.6% | +1.2% | +2.5% |
| 3M | +20.9% | -7.8% | +28.7% | +22.2% |
| 6M | +29.9% | -13.3% | +43.2% | +32.1% |
| YTD | +9.6% | -10.3% | +19.9% | +10.8% |
| 1Y | -5.3% | -0.6% | -4.6% | -5.8% |
| 3Y | +16.5% | +88.5% | -72.0% | +3.7% |
| 5Y | +49.4% | +284.7% | -235.3% | +18.1% |
| 10Y | +282.2% | +905.7% | -623.5% | +156.7% |
| All | +1,288.4% | +1,366.4% | -78.0% | +639.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling