+47.3%
ADP vs TTMI
+429.4%
-382.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.3% | -13.7% | -0.3% |
| 7D | +1.1% | -1.6% | +2.7% | +1.1% |
| 30D | +11.5% | -37.7% | +49.3% | +11.7% |
| 3M | +12.0% | -45.1% | +57.1% | +12.4% |
| 6M | +43.8% | -52.1% | +95.9% | +44.0% |
| YTD | +20.1% | +9.2% | +10.9% | +9.9% |
| 1Y | +22.3% | +12.9% | +9.4% | +10.8% |
| 3Y | +43.3% | +445.5% | -402.2% | -5.5% |
| 5Y | +47.3% | +427.9% | -380.5% | -9.2% |
| All | +47.3% | +429.4% | -382.0% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling