+313.7%
ADP vs TT
+782.6%
-468.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -2.1% |
| 7D | +1.1% | +1.7% | -0.7% | +0.3% |
| 30D | +11.5% | -11.8% | +23.3% | +16.1% |
| 3M | +12.0% | -12.6% | +24.6% | +16.8% |
| 6M | +43.8% | -9.4% | +53.2% | +46.0% |
| YTD | +20.1% | +8.8% | +11.2% | +11.0% |
| 1Y | +22.3% | -2.5% | +24.8% | +18.5% |
| 3Y | +43.3% | +95.7% | -52.4% | -4.6% |
| 5Y | +47.3% | +135.7% | -88.4% | -14.0% |
| 10Y | +313.7% | +750.6% | -436.9% | +23.4% |
| All | +313.7% | +782.6% | -468.9% | +23.4% |
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