+852.9%
ADP vs TTMI
+504.4%
+348.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.8% | -10.9% | -2.9% |
| 7D | -3.4% | +5.9% | -9.3% | -4.0% |
| 30D | +2.8% | -4.3% | +7.1% | +2.9% |
| 3M | +20.9% | -32.0% | +53.0% | +23.8% |
| 6M | +29.9% | +19.5% | +10.4% | +23.5% |
| YTD | +9.6% | +82.0% | -72.4% | -1.2% |
| 1Y | -5.3% | +172.6% | -177.9% | -19.4% |
| 3Y | +16.5% | +744.7% | -728.2% | -15.0% |
| 5Y | +49.4% | +805.6% | -756.2% | +6.9% |
| 10Y | +282.2% | +1,057.6% | -775.4% | +160.0% |
| All | +852.9% | +504.4% | +348.5% | +434.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling