+1,337.0%
ADP vs TNA
+1,004.3%
+332.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | +2.8% | -4.9% | +7.7% | +3.7% |
| 3M | +20.9% | +0.4% | +20.6% | +19.7% |
| 6M | +29.9% | +32.5% | -2.7% | +19.7% |
| YTD | +9.6% | +53.7% | -44.1% | -2.5% |
| 1Y | -5.3% | +65.1% | -70.4% | -17.9% |
| 3Y | +16.5% | +98.4% | -82.0% | -11.4% |
| 5Y | +49.4% | -22.5% | +71.9% | +27.6% |
| 10Y | +282.2% | +82.5% | +199.7% | +117.9% |
| All | +1,337.0% | +1,004.3% | +332.6% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling