+864.2%
ADP vs TPR
+7,380.8%
-6,516.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | -2.3% | -1.1% | -2.9% |
| 30D | +2.8% | -23.0% | +25.8% | +8.1% |
| 3M | +20.9% | -12.5% | +33.4% | +23.5% |
| 6M | +29.9% | -21.4% | +51.3% | +34.6% |
| YTD | +9.6% | -3.5% | +13.2% | +8.2% |
| 1Y | -5.3% | +17.4% | -22.6% | -10.9% |
| 3Y | +16.5% | +291.3% | -274.8% | -19.6% |
| 5Y | +49.4% | +241.9% | -192.5% | +2.8% |
| 10Y | +282.2% | +322.7% | -40.5% | +122.5% |
| All | +864.2% | +7,380.8% | -6,516.6% | +199.1% |
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