+278.9%
ADP vs TRI
+196.2%
+82.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.2% |
| 7D | -2.8% | -7.9% | +5.1% | +1.1% |
| 30D | +0.2% | -4.5% | +4.7% | +2.1% |
| 3M | +20.5% | +22.1% | -1.6% | +7.6% |
| 6M | +28.8% | -2.8% | +31.5% | +27.4% |
| YTD | +6.6% | -23.4% | +30.0% | +18.1% |
| 1Y | -6.9% | -41.5% | +34.6% | +18.7% |
| 3Y | +16.1% | -19.2% | +35.3% | +18.3% |
| 5Y | +49.3% | -9.4% | +58.7% | +38.9% |
| All | +278.9% | +196.2% | +82.7% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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