+316.8%
ADP vs TMF
-84.4%
+401.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +3.2% | +1.2% | +2.0% | +3.3% |
| 30D | +14.9% | +19.7% | -4.8% | +16.0% |
| 3M | +11.6% | -2.1% | +13.7% | +11.4% |
| 6M | +48.5% | -13.4% | +61.9% | +47.3% |
| YTD | +20.6% | -16.7% | +37.3% | +19.5% |
| 1Y | +23.7% | -23.3% | +47.0% | +22.0% |
| 3Y | +47.8% | -24.8% | +72.6% | +47.3% |
| 5Y | +47.7% | -88.0% | +135.8% | +20.3% |
| All | +316.8% | -84.4% | +401.2% | +280.1% |
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