+990.3%
ADP vs TRGP
+2,170.2%
-1,179.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.7% |
| 7D | +3.2% | -5.8% | +9.0% | +4.0% |
| 30D | +12.8% | -1.5% | +14.2% | +12.8% |
| 3M | +12.3% | +6.1% | +6.2% | +11.0% |
| 6M | +45.4% | +14.4% | +31.0% | +41.7% |
| YTD | +21.4% | +55.3% | -33.9% | +12.6% |
| 1Y | +23.7% | +69.1% | -45.4% | +13.2% |
| 3Y | +43.6% | +254.3% | -210.7% | +16.1% |
| 5Y | +48.7% | +471.4% | -422.7% | +10.9% |
| 10Y | +316.1% | +773.0% | -456.9% | +158.4% |
| All | +990.3% | +2,170.2% | -1,179.9% | +360.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling