+14.7%
ADP vs TW
+21.9%
-7.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.7% |
| 7D | -5.5% | -3.5% | -2.0% | -4.6% |
| 30D | -1.2% | +0.5% | -1.7% | -1.4% |
| 3M | +17.9% | +4.9% | +12.9% | +16.4% |
| 6M | +20.3% | -17.1% | +37.4% | +25.2% |
| YTD | +5.8% | -3.9% | +9.7% | +6.7% |
| 1Y | -7.7% | -13.3% | +5.5% | -5.1% |
| 3Y | +14.7% | +20.9% | -6.2% | +13.6% |
| All | +14.7% | +21.9% | -7.2% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling