+47.1%
ADP vs TRU
+58.0%
-10.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +2.2% | 0.0% | +2.1% | +2.1% |
| 30D | +10.6% | +21.3% | -10.7% | +4.9% |
| 3M | +12.9% | +0.2% | +12.7% | +12.5% |
| 6M | +50.6% | +22.4% | +28.3% | +42.8% |
| YTD | +23.2% | -4.8% | +28.0% | +22.7% |
| 1Y | +25.3% | -0.2% | +25.4% | +23.5% |
| 3Y | +47.1% | +57.9% | -10.8% | +31.2% |
| All | +47.1% | +58.0% | -10.8% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling