+319.9%
ADP vs TTMI
+394.2%
-74.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.5% | +0.9% |
| 7D | +2.2% | +11.4% | -9.2% | +1.1% |
| 30D | +10.6% | -28.3% | +38.9% | +12.5% |
| 3M | +12.9% | -46.7% | +59.6% | +17.7% |
| 6M | +50.6% | -56.1% | +106.8% | +57.9% |
| YTD | +23.2% | +7.4% | +15.8% | +8.1% |
| 1Y | +25.3% | +17.4% | +7.9% | +7.1% |
| 3Y | +47.1% | +429.1% | -382.0% | -15.8% |
| 5Y | +50.1% | +418.8% | -368.7% | -16.9% |
| All | +319.9% | +394.2% | -74.3% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling