+38.4%
ADP vs TLN
+583.6%
-545.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.8% | -2.0% |
| 7D | -3.4% | +7.1% | -10.5% | -3.3% |
| 30D | +2.8% | -3.9% | +6.7% | +2.7% |
| 3M | +20.9% | -16.2% | +37.1% | +20.6% |
| 6M | +29.9% | -5.8% | +35.7% | +29.2% |
| YTD | +9.6% | -15.4% | +25.1% | +9.3% |
| 1Y | -5.3% | -16.7% | +11.4% | -5.7% |
| 3Y | +16.5% | +473.8% | -457.3% | +14.6% |
| All | +38.4% | +583.6% | -545.2% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling