+49.1%
ADP vs TPR
+253.5%
-204.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +3.2% | +14.2% | -11.0% | +1.4% |
| 30D | +14.9% | +17.1% | -2.2% | +12.5% |
| 3M | +11.6% | -17.7% | +29.3% | +14.0% |
| 6M | +48.5% | -10.2% | +58.6% | +49.2% |
| YTD | +20.6% | +4.9% | +15.7% | +17.6% |
| 1Y | +23.7% | +36.1% | -12.4% | +15.3% |
| 3Y | +47.8% | +416.5% | -368.7% | +3.7% |
| All | +49.1% | +253.5% | -204.5% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling