+993.5%
ADP vs TRGP
+2,254.6%
-1,261.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.2% |
| 7D | +0.9% | +2.4% | -1.4% | +0.5% |
| 30D | +11.9% | +0.8% | +11.1% | +11.5% |
| 3M | +13.7% | +10.4% | +3.4% | +11.7% |
| 6M | +46.8% | +16.3% | +30.5% | +42.7% |
| YTD | +21.8% | +61.1% | -39.4% | +12.4% |
| 1Y | +23.5% | +71.6% | -48.1% | +12.8% |
| 3Y | +44.1% | +267.5% | -223.4% | +15.8% |
| 5Y | +49.9% | +488.1% | -438.3% | +11.3% |
| 10Y | +318.8% | +803.8% | -485.0% | +158.7% |
| All | +993.5% | +2,254.6% | -1,261.1% | +359.1% |
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 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