-6.0%
ADP vs TNA
+50.2%
-56.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.8% |
| 7D | -5.7% | -7.6% | +1.9% | -5.8% |
| 30D | -1.4% | -13.6% | +12.2% | -1.6% |
| 3M | +16.6% | +2.8% | +13.7% | +16.1% |
| 6M | +24.9% | +34.5% | -9.6% | +21.7% |
| YTD | +5.6% | +41.0% | -35.5% | +2.4% |
| 1Y | -6.0% | +52.0% | -58.0% | -10.0% |
| All | -6.0% | +50.2% | -56.2% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling