+313.7%
ADP vs TMF
-83.0%
+396.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.1% | +0.6% | +0.5% | +1.1% |
| 30D | +11.5% | +16.3% | -4.8% | +12.4% |
| 3M | +12.0% | -2.7% | +14.7% | +11.8% |
| 6M | +43.8% | -13.2% | +57.0% | +42.7% |
| YTD | +20.1% | -16.7% | +36.7% | +19.0% |
| 1Y | +22.3% | -22.7% | +45.0% | +20.7% |
| 3Y | +43.3% | -26.1% | +69.4% | +42.5% |
| 5Y | +47.3% | -88.4% | +135.8% | +18.9% |
| 10Y | +313.7% | -81.8% | +395.5% | +279.0% |
| All | +313.7% | -83.0% | +396.7% | +279.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling