+1,218.1%
ADP vs TMF
-68.9%
+1,287.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.0% |
| 7D | -3.4% | -1.4% | -2.0% | -3.6% |
| 30D | +2.8% | -2.8% | +5.6% | +2.5% |
| 3M | +20.9% | -10.9% | +31.8% | +19.6% |
| 6M | +29.9% | -21.3% | +51.2% | +26.9% |
| YTD | +9.6% | -15.9% | +25.5% | +7.9% |
| 1Y | -5.3% | -15.7% | +10.5% | -6.6% |
| 3Y | +16.5% | -43.4% | +59.8% | +11.4% |
| 5Y | +49.4% | -87.8% | +137.2% | +17.6% |
| 10Y | +282.2% | -86.7% | +368.9% | +227.3% |
| All | +1,218.1% | -68.9% | +1,287.0% | +1,391.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling