+47.1%
ADP vs TMF
-32.2%
+79.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.7% |
| 7D | +2.2% | -9.3% | +11.4% | +2.7% |
| 30D | +10.6% | +1.9% | +8.6% | +10.5% |
| 3M | +12.9% | -11.2% | +24.1% | +13.4% |
| 6M | +50.6% | -17.7% | +68.4% | +51.6% |
| YTD | +23.2% | -24.5% | +47.6% | +24.4% |
| 1Y | +25.3% | -29.4% | +54.7% | +26.9% |
| 3Y | +47.1% | -33.4% | +80.5% | +46.7% |
| All | +47.1% | -32.2% | +79.4% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling