+270.5%
ADP vs TXT
+98.4%
+172.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.7% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | -1.2% | -11.1% | +9.8% | +2.7% |
| 3M | +17.9% | -13.0% | +30.8% | +22.8% |
| 6M | +20.3% | -16.2% | +36.5% | +26.4% |
| YTD | +5.8% | -8.7% | +14.5% | +7.3% |
| 1Y | -7.7% | -3.8% | -3.9% | -8.4% |
| 3Y | +14.7% | +5.5% | +9.2% | +7.4% |
| 5Y | +45.8% | +12.3% | +33.5% | +30.8% |
| 10Y | +270.5% | +97.4% | +173.1% | +151.3% |
| All | +270.5% | +98.4% | +172.1% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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