+25.3%
ADP vs TT
-2.3%
+27.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.2% |
| 7D | +2.2% | +4.0% | -1.9% | +3.6% |
| 30D | +10.6% | -11.3% | +21.9% | +6.4% |
| 3M | +12.9% | -12.3% | +25.2% | +8.3% |
| 6M | +50.6% | -10.8% | +61.5% | +45.7% |
| YTD | +23.2% | +8.2% | +15.0% | +24.4% |
| 1Y | +25.3% | +1.5% | +23.8% | +28.6% |
| All | +25.3% | -2.3% | +27.5% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling