+53.2%
ADP vs TT
+140.2%
-87.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +2.8% | -7.2% | +9.9% | +4.3% |
| 3M | +20.9% | -3.0% | +23.9% | +20.8% |
| 6M | +29.9% | +1.4% | +28.5% | +27.4% |
| YTD | +9.6% | +15.9% | -6.3% | +2.7% |
| 1Y | -5.3% | +9.4% | -14.7% | -9.9% |
| 3Y | +16.5% | +124.4% | -107.9% | -19.3% |
| All | +53.2% | +140.2% | -87.0% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling