+318.8%
ADP vs TT
+748.9%
-430.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +0.9% | +3.5% | -2.6% | -0.4% |
| 30D | +11.9% | -11.0% | +22.9% | +16.1% |
| 3M | +13.7% | -12.0% | +25.7% | +18.3% |
| 6M | +46.8% | -10.4% | +57.2% | +49.9% |
| YTD | +21.8% | +9.9% | +11.8% | +12.1% |
| 1Y | +23.5% | +1.5% | +22.1% | +17.7% |
| 3Y | +44.1% | +93.7% | -49.6% | -3.5% |
| 5Y | +49.9% | +139.2% | -89.4% | -13.0% |
| 10Y | +318.8% | +741.5% | -422.7% | +24.9% |
| All | +318.8% | +748.9% | -430.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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