+95.1%
ADP vs TW
+211.2%
-116.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -5.7% | -0.5% | -5.2% | -5.5% |
| 30D | -3.1% | -0.6% | -2.5% | -2.9% |
| 3M | +15.6% | +3.4% | +12.2% | +14.1% |
| 6M | +20.8% | -18.4% | +39.3% | +28.4% |
| YTD | +4.7% | -3.9% | +8.7% | +5.4% |
| 1Y | -8.3% | -13.3% | +5.0% | -4.8% |
| 3Y | +13.6% | +20.8% | -7.3% | +3.3% |
| 5Y | +45.0% | +20.3% | +24.7% | +29.6% |
| All | +95.1% | +211.2% | -116.2% | +32.2% |
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