+14.7%
ADP vs TTMI
+857.4%
-842.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -3.3% |
| 7D | -5.5% | +12.2% | -17.6% | -4.8% |
| 30D | -1.2% | -5.7% | +4.5% | -1.4% |
| 3M | +17.9% | -27.5% | +45.3% | +17.4% |
| 6M | +20.3% | +47.1% | -26.8% | +19.5% |
| YTD | +5.8% | +87.5% | -81.6% | +4.0% |
| 1Y | -7.7% | +175.2% | -182.9% | -11.8% |
| 3Y | +14.7% | +901.9% | -887.2% | -1.0% |
| All | +14.7% | +857.4% | -842.7% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling