+313.7%
ADP vs TXT
+115.3%
+198.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -1.2% |
| 7D | +1.1% | -3.5% | +4.6% | +2.3% |
| 30D | +11.5% | +15.2% | -3.7% | +5.9% |
| 3M | +12.0% | -4.5% | +16.5% | +13.3% |
| 6M | +43.8% | -6.1% | +49.9% | +45.2% |
| YTD | +20.1% | -2.0% | +22.0% | +18.3% |
| 1Y | +22.3% | +4.2% | +18.1% | +17.7% |
| 3Y | +43.3% | +14.4% | +28.9% | +29.9% |
| 5Y | +47.3% | +12.3% | +35.0% | +32.0% |
| 10Y | +313.7% | +101.8% | +211.9% | +177.5% |
| All | +313.7% | +115.3% | +198.4% | +177.5% |
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