+313.7%
ADP vs TPR
+403.1%
-89.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.9% |
| 7D | +1.1% | +12.7% | -11.6% | -1.3% |
| 30D | +11.5% | +17.1% | -5.5% | +8.0% |
| 3M | +12.0% | -15.9% | +27.9% | +15.1% |
| 6M | +43.8% | +2.6% | +41.2% | +41.5% |
| YTD | +20.1% | +7.5% | +12.6% | +15.8% |
| 1Y | +22.3% | +32.9% | -10.6% | +12.6% |
| 3Y | +43.3% | +413.8% | -370.6% | -6.1% |
| 5Y | +47.3% | +263.9% | -216.5% | +1.3% |
| 10Y | +313.7% | +389.7% | -76.0% | +131.5% |
| All | +313.7% | +403.1% | -89.4% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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