+318.8%
ADP vs TMF
-81.8%
+400.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.9% | -3.4% | +4.3% | +0.8% |
| 30D | +11.9% | +11.5% | +0.4% | +12.5% |
| 3M | +13.7% | -4.5% | +18.2% | +13.4% |
| 6M | +46.8% | -15.0% | +61.7% | +45.5% |
| YTD | +21.8% | -19.9% | +41.6% | +20.4% |
| 1Y | +23.5% | -26.6% | +50.1% | +21.6% |
| 3Y | +44.1% | -29.8% | +73.9% | +42.9% |
| 5Y | +49.9% | -88.2% | +138.1% | +21.9% |
| 10Y | +318.8% | -81.4% | +400.1% | +281.4% |
| All | +318.8% | -81.8% | +400.5% | +281.4% |
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