+47.8%
ADP vs TLN
+538.9%
-491.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.3% | -1.0% |
| 7D | +3.2% | -1.3% | +4.5% | +3.2% |
| 30D | +14.9% | -10.5% | +25.4% | +14.7% |
| 3M | +11.6% | +0.1% | +11.5% | +11.8% |
| 6M | +48.5% | -17.4% | +65.9% | +48.6% |
| YTD | +20.6% | -9.7% | +30.2% | +20.4% |
| 1Y | +23.7% | -12.3% | +35.9% | +23.6% |
| 3Y | +47.8% | +528.3% | -480.5% | +52.2% |
| All | +47.8% | +538.9% | -491.1% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling