+10,816.5%
ADP vs TT
+16,138.6%
-5,322.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +2.8% | -7.4% | +10.2% | +5.1% |
| 3M | +20.9% | -3.2% | +24.1% | +21.2% |
| 6M | +29.9% | +1.1% | +28.8% | +27.4% |
| YTD | +9.6% | +15.6% | -6.0% | +2.5% |
| 1Y | -5.3% | +9.2% | -14.4% | -10.1% |
| 3Y | +16.5% | +124.4% | -107.9% | -14.4% |
| 5Y | +49.4% | +138.0% | -88.6% | +6.6% |
| 10Y | +282.2% | +886.4% | -604.2% | +74.1% |
| All | +10,816.5% | +16,138.6% | -5,322.1% | +1,903.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling