+48.7%
ADP vs TMF
-88.9%
+137.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.3% |
| 7D | +3.2% | -1.1% | +4.2% | +3.2% |
| 30D | +12.8% | +11.8% | +0.9% | +12.3% |
| 3M | +12.3% | -4.0% | +16.4% | +12.4% |
| 6M | +45.4% | -16.5% | +61.9% | +46.1% |
| YTD | +21.4% | -19.9% | +41.3% | +22.1% |
| 1Y | +23.7% | -25.6% | +49.3% | +24.8% |
| 3Y | +43.6% | -29.9% | +73.5% | +44.3% |
| 5Y | +48.7% | -88.2% | +137.0% | +43.9% |
| All | +48.7% | -88.9% | +137.6% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling