+127.9%
ADP vs TW
+298.0%
-170.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +0.3% | +3.2% | -2.9% | -0.8% |
| 30D | +11.6% | +19.7% | -8.1% | +5.3% |
| 3M | +15.1% | +26.8% | -11.8% | +6.4% |
| 6M | +46.0% | +20.9% | +25.2% | +36.8% |
| YTD | +22.4% | +22.9% | -0.5% | +13.6% |
| 1Y | +24.5% | +20.4% | +4.1% | +16.3% |
| 3Y | +44.8% | +42.9% | +1.9% | +25.0% |
| 5Y | +49.1% | +40.2% | +8.9% | +26.8% |
| All | +127.9% | +298.0% | -170.1% | +42.5% |
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