+45.8%
ADP vs TRGP
+631.5%
-585.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -4.9% | -3.8% |
| 7D | -5.5% | -0.6% | -4.9% | -5.4% |
| 30D | -1.2% | +14.6% | -15.8% | -3.9% |
| 3M | +17.9% | +11.9% | +5.9% | +14.9% |
| 6M | +20.3% | +25.3% | -4.9% | +14.4% |
| YTD | +5.8% | +61.9% | -56.0% | -4.9% |
| 1Y | -7.7% | +87.3% | -95.0% | -20.1% |
| 3Y | +14.7% | +268.0% | -253.3% | -17.5% |
| 5Y | +45.8% | +638.2% | -592.4% | -8.5% |
| All | +45.8% | +631.5% | -585.7% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling