+47.8%
ADP vs TT
+89.7%
-41.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.2% |
| 7D | +3.2% | -2.0% | +5.2% | +3.2% |
| 30D | +14.9% | -14.0% | +28.9% | +14.7% |
| 3M | +11.6% | -15.9% | +27.5% | +11.4% |
| 6M | +48.5% | -17.3% | +65.8% | +48.2% |
| YTD | +20.6% | +4.0% | +16.6% | +16.4% |
| 1Y | +23.7% | -7.1% | +30.8% | +21.9% |
| 3Y | +47.8% | +90.2% | -42.4% | +26.8% |
| All | +47.8% | +89.7% | -41.9% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling