+104.2%
ADP vs TW
+221.1%
-116.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -3.4% | -2.3% | -1.1% | -2.7% |
| 30D | +2.8% | +3.9% | -1.1% | +1.5% |
| 3M | +20.9% | +5.7% | +15.2% | +18.4% |
| 6M | +29.9% | -14.5% | +44.4% | +35.9% |
| YTD | +9.6% | -0.9% | +10.5% | +9.2% |
| 1Y | -5.3% | -13.5% | +8.2% | -1.7% |
| 3Y | +16.5% | +25.0% | -8.5% | +4.8% |
| 5Y | +49.4% | +22.7% | +26.7% | +32.7% |
| All | +104.2% | +221.1% | -116.9% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling