+884.7%
ADP vs TRGP
+2,231.3%
-1,346.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -3.4% | +0.8% | -4.2% | -3.5% |
| 30D | +2.8% | +11.5% | -8.7% | +1.0% |
| 3M | +20.9% | +9.0% | +11.9% | +19.1% |
| 6M | +29.9% | +20.5% | +9.4% | +25.8% |
| YTD | +9.6% | +59.5% | -49.9% | +1.6% |
| 1Y | -5.3% | +77.9% | -83.2% | -13.9% |
| 3Y | +16.5% | +253.6% | -237.1% | -5.6% |
| 5Y | +49.4% | +615.5% | -566.1% | +8.0% |
| 10Y | +282.2% | +897.1% | -614.9% | +133.9% |
| All | +884.7% | +2,231.3% | -1,346.6% | +315.0% |
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