+973.5%
ADP vs TPR
+8,117.6%
-7,144.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -5.9% | -0.3% |
| 7D | +7.4% | +13.9% | -6.5% | +4.3% |
| 30D | +17.1% | +14.9% | +2.1% | +13.4% |
| 3M | +14.4% | -15.4% | +29.8% | +17.8% |
| 6M | +47.9% | -4.5% | +52.4% | +47.1% |
| YTD | +22.1% | +6.0% | +16.1% | +17.9% |
| 1Y | +21.8% | +24.3% | -2.6% | +13.2% |
| 3Y | +50.5% | +412.8% | -362.3% | -2.4% |
| 5Y | +49.6% | +258.4% | -208.9% | +2.0% |
| 10Y | +329.3% | +396.8% | -67.6% | +140.9% |
| All | +973.5% | +8,117.6% | -7,144.0% | +225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling