+319.9%
ADP vs TNA
+33.3%
+286.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +2.2% | +3.7% | -1.6% | +1.3% |
| 30D | +10.6% | +4.4% | +6.2% | +8.9% |
| 3M | +12.9% | -26.7% | +39.6% | +19.1% |
| 6M | +50.6% | -12.8% | +63.5% | +51.5% |
| YTD | +23.2% | +22.7% | +0.5% | +13.4% |
| 1Y | +25.3% | +35.7% | -10.4% | +12.4% |
| 3Y | +47.1% | +134.6% | -87.4% | +4.7% |
| 5Y | +50.1% | -46.0% | +96.0% | +38.3% |
| All | +319.9% | +33.3% | +286.6% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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