+27.9%
ADP vs TPG
+74.1%
-46.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -3.4% | -9.4% | +6.0% | -1.3% |
| 30D | -0.4% | -5.3% | +4.9% | +0.7% |
| 3M | +19.7% | +12.9% | +6.8% | +16.2% |
| 6M | +27.9% | +20.1% | +7.9% | +21.9% |
| YTD | +5.9% | -22.5% | +28.4% | +11.2% |
| 1Y | -7.5% | -19.7% | +12.2% | -4.1% |
| 3Y | +15.4% | +81.2% | -65.8% | -6.7% |
| All | +27.9% | +74.1% | -46.2% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling