+126.1%
ADP vs TW
+291.9%
-165.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +3.2% | +3.1% | +0.1% | +2.2% |
| 30D | +12.8% | +16.7% | -3.9% | +7.3% |
| 3M | +12.3% | +25.2% | -12.8% | +4.3% |
| 6M | +45.4% | +19.5% | +26.0% | +36.7% |
| YTD | +21.4% | +21.0% | +0.4% | +13.3% |
| 1Y | +23.7% | +19.0% | +4.8% | +16.0% |
| 3Y | +43.6% | +40.7% | +2.9% | +24.6% |
| 5Y | +48.7% | +40.1% | +8.6% | +26.5% |
| All | +126.1% | +291.9% | -165.8% | +42.1% |
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