+46.5%
ADP vs TXG
-64.5%
+111.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.7% | -8.2% | -3.8% |
| 7D | -5.5% | +9.4% | -14.8% | -6.2% |
| 30D | -1.2% | +26.1% | -27.3% | -3.2% |
| 3M | +17.9% | +124.8% | -107.0% | +9.4% |
| 6M | +20.3% | +215.2% | -194.9% | +7.7% |
| YTD | +5.8% | +302.2% | -296.4% | -7.7% |
| 1Y | -7.7% | +370.9% | -378.6% | -21.4% |
| 3Y | +14.7% | +38.5% | -23.8% | +8.0% |
| All | +46.5% | -64.5% | +111.0% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling