+33.6%
ADP vs TLN
+602.5%
-568.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.2% | -3.4% |
| 7D | -5.5% | +10.9% | -16.4% | -5.3% |
| 30D | -1.2% | -6.3% | +5.1% | -1.3% |
| 3M | +17.9% | -10.7% | +28.6% | +17.6% |
| 6M | +20.3% | +1.6% | +18.7% | +19.6% |
| YTD | +5.8% | -13.1% | +18.9% | +5.5% |
| 1Y | -7.7% | -15.1% | +7.3% | -8.0% |
| 3Y | +14.7% | +495.0% | -480.3% | +12.9% |
| All | +33.6% | +602.5% | -568.9% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TLN 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling