+279.0%
ADP vs TRGP
+827.0%
-548.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -5.7% | -0.7% | -5.0% | -5.6% |
| 30D | -3.1% | +9.5% | -12.5% | -4.6% |
| 3M | +15.6% | +10.8% | +4.8% | +13.3% |
| 6M | +20.8% | +25.3% | -4.5% | +15.8% |
| YTD | +4.7% | +60.3% | -55.5% | -3.9% |
| 1Y | -8.3% | +84.6% | -92.8% | -18.1% |
| 3Y | +13.6% | +264.4% | -250.8% | -10.8% |
| 5Y | +45.0% | +636.6% | -591.5% | +0.3% |
| 10Y | +279.0% | +848.9% | -569.9% | +123.4% |
| All | +279.0% | +827.0% | -548.0% | +123.4% |
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