+45.0%
ADP vs TNA
-22.1%
+67.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.4% |
| 7D | -5.7% | -3.6% | -2.1% | -5.2% |
| 30D | -3.1% | -10.1% | +7.0% | -1.6% |
| 3M | +15.6% | +2.7% | +12.9% | +14.4% |
| 6M | +20.8% | +38.4% | -17.6% | +12.6% |
| YTD | +4.7% | +45.4% | -40.7% | -3.6% |
| 1Y | -8.3% | +55.9% | -64.2% | -17.4% |
| 3Y | +13.6% | +109.8% | -96.3% | -11.1% |
| 5Y | +45.0% | -22.5% | +67.5% | +23.5% |
| All | +45.0% | -22.1% | +67.2% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling