+279.0%
ADP vs TTMI
+1,044.1%
-765.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.6% |
| 7D | -5.7% | +7.5% | -13.2% | -6.5% |
| 30D | -3.1% | -4.5% | +1.4% | -2.9% |
| 3M | +15.6% | -28.5% | +44.1% | +18.3% |
| 6M | +20.8% | +28.4% | -7.6% | +11.2% |
| YTD | +4.7% | +80.1% | -75.3% | -10.5% |
| 1Y | -8.3% | +161.0% | -169.3% | -28.5% |
| 3Y | +13.6% | +862.4% | -848.9% | -37.0% |
| 5Y | +45.0% | +812.9% | -767.9% | -21.2% |
| 10Y | +279.0% | +1,094.7% | -815.7% | +92.4% |
| All | +279.0% | +1,044.1% | -765.1% | +92.4% |
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