+319.9%
ADP vs TT
+725.1%
-405.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.2% |
| 7D | +2.2% | +4.0% | -1.9% | +0.7% |
| 30D | +10.6% | -11.3% | +21.9% | +14.8% |
| 3M | +12.9% | -12.3% | +25.2% | +17.5% |
| 6M | +50.6% | -10.8% | +61.5% | +54.0% |
| YTD | +23.2% | +8.2% | +15.0% | +14.1% |
| 1Y | +25.3% | +1.5% | +23.8% | +19.2% |
| 3Y | +47.1% | +91.5% | -44.3% | -1.1% |
| 5Y | +50.1% | +130.2% | -80.2% | -11.4% |
| All | +319.9% | +725.1% | -405.2% | +24.8% |
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