+319.9%
ADP vs TRGP
+822.5%
-502.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +2.2% | +12.4% | -10.2% | +0.2% |
| 30D | +10.6% | +2.6% | +7.9% | +9.8% |
| 3M | +12.9% | +11.9% | +1.1% | +10.4% |
| 6M | +50.6% | +13.9% | +36.7% | +46.6% |
| YTD | +23.2% | +64.2% | -41.0% | +12.2% |
| 1Y | +25.3% | +78.5% | -53.2% | +12.4% |
| 3Y | +47.1% | +272.9% | -225.8% | +14.7% |
| 5Y | +50.1% | +510.7% | -460.7% | +6.6% |
| All | +319.9% | +822.5% | -502.6% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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