+1,367.6%
ADP vs TMF
-69.1%
+1,436.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | +7.4% | +2.7% | +4.6% | +7.6% |
| 30D | +17.1% | +19.3% | -2.3% | +19.2% |
| 3M | +14.4% | -3.7% | +18.1% | +14.0% |
| 6M | +47.9% | -11.3% | +59.2% | +46.2% |
| YTD | +22.1% | -16.6% | +38.7% | +20.1% |
| 1Y | +21.8% | -21.1% | +42.9% | +19.1% |
| 3Y | +50.5% | -26.8% | +77.3% | +48.4% |
| 5Y | +49.6% | -88.0% | +137.6% | +17.1% |
| 10Y | +329.3% | -84.7% | +414.0% | +276.2% |
| All | +1,367.6% | -69.1% | +1,436.8% | +1,558.6% |
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