+27.8%
ADP vs TPG
+85.9%
-58.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.7% |
| 7D | -5.5% | -2.9% | -2.6% | -4.9% |
| 30D | -1.2% | +5.0% | -6.3% | -2.3% |
| 3M | +17.9% | +24.9% | -7.0% | +11.8% |
| 6M | +20.3% | +21.1% | -0.8% | +14.5% |
| YTD | +5.8% | -17.3% | +23.1% | +9.5% |
| 1Y | -7.7% | -9.8% | +2.1% | -6.7% |
| 3Y | +14.7% | +95.4% | -80.7% | -8.8% |
| All | +27.8% | +85.9% | -58.1% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling