+316.1%
ADP vs TTMI
+415.6%
-99.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.5% |
| 7D | +3.2% | -11.5% | +14.7% | +3.9% |
| 30D | +12.8% | -40.3% | +53.1% | +16.7% |
| 3M | +12.3% | -44.5% | +56.8% | +16.5% |
| 6M | +45.4% | -54.1% | +99.5% | +51.2% |
| YTD | +21.4% | +4.7% | +16.7% | +6.8% |
| 1Y | +23.7% | +3.3% | +20.4% | +8.0% |
| 3Y | +43.6% | +407.2% | -363.6% | -17.1% |
| 5Y | +48.7% | +406.5% | -357.8% | -17.4% |
| 10Y | +316.1% | +420.4% | -104.3% | +112.8% |
| All | +316.1% | +415.6% | -99.5% | +112.8% |
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