+14.7%
ADP vs TNA
+117.1%
-102.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.4% |
| 7D | -5.5% | +4.1% | -9.6% | -5.8% |
| 30D | -1.2% | -7.6% | +6.4% | -0.6% |
| 3M | +17.9% | +8.1% | +9.8% | +16.6% |
| 6M | +20.3% | +49.0% | -28.7% | +14.0% |
| YTD | +5.8% | +51.7% | -45.9% | -0.2% |
| 1Y | -7.7% | +59.6% | -67.3% | -14.0% |
| 3Y | +14.7% | +118.9% | -104.2% | -3.3% |
| All | +14.7% | +117.1% | -102.4% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling