+48.7%
ADP vs TT
+131.0%
-82.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | +2.2% | +4.0% | -1.9% | +1.4% |
| 30D | +10.6% | -11.3% | +21.9% | +12.8% |
| 3M | +12.9% | -12.3% | +25.2% | +15.4% |
| 6M | +50.6% | -10.8% | +61.5% | +52.3% |
| YTD | +23.2% | +8.2% | +15.0% | +16.4% |
| 1Y | +25.3% | +1.5% | +23.8% | +20.8% |
| 3Y | +47.1% | +91.5% | -44.3% | +7.0% |
| All | +48.7% | +131.0% | -82.3% | -9.0% |
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 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