+129.4%
ADP vs TW
+301.3%
-171.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.4% |
| 7D | +2.2% | +3.9% | -1.8% | +0.9% |
| 30D | +10.6% | +19.9% | -9.4% | +4.2% |
| 3M | +12.9% | +25.9% | -13.0% | +4.7% |
| 6M | +50.6% | +21.1% | +29.5% | +41.0% |
| YTD | +23.2% | +23.9% | -0.7% | +14.1% |
| 1Y | +25.3% | +21.2% | +4.0% | +16.7% |
| 3Y | +47.1% | +44.8% | +2.3% | +26.5% |
| 5Y | +50.1% | +41.4% | +8.7% | +27.3% |
| All | +129.4% | +301.3% | -171.9% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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