+43.6%
ADP vs TT
+94.9%
-51.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | +3.2% | +0.8% | +2.4% | +3.2% |
| 30D | +12.8% | -11.8% | +24.5% | +12.6% |
| 3M | +12.3% | -11.6% | +23.9% | +12.2% |
| 6M | +45.4% | -9.3% | +54.7% | +44.8% |
| YTD | +21.4% | +8.9% | +12.5% | +17.3% |
| 1Y | +23.7% | -2.2% | +26.0% | +22.0% |
| 3Y | +43.6% | +91.9% | -48.2% | +26.0% |
| All | +43.6% | +94.9% | -51.3% | +26.0% |
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