+28.7%
ADP vs TPG
+74.1%
-45.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | -2.8% | -9.4% | +6.7% | -0.6% |
| 30D | +0.2% | -5.3% | +5.5% | +1.4% |
| 3M | +20.5% | +12.9% | +7.6% | +16.9% |
| 6M | +28.8% | +20.1% | +8.7% | +22.7% |
| YTD | +6.6% | -22.5% | +29.1% | +11.9% |
| 1Y | -6.9% | -19.7% | +12.8% | -3.4% |
| 3Y | +16.1% | +81.2% | -65.1% | -6.1% |
| All | +28.7% | +74.1% | -45.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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