+319.9%
ADP vs TPR
+364.3%
-44.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +10.6% | +15.1% | -4.5% | +7.4% |
| 3M | +12.9% | +3.5% | +9.4% | +11.9% |
| 6M | +50.6% | +0.4% | +50.2% | +48.9% |
| YTD | +23.2% | +4.6% | +18.6% | +19.5% |
| 1Y | +25.3% | +33.1% | -7.8% | +15.3% |
| 3Y | +47.1% | +396.0% | -348.9% | -2.8% |
| 5Y | +50.1% | +230.3% | -180.2% | +5.5% |
| All | +319.9% | +364.3% | -44.4% | +140.2% |
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