+47.8%
ADP vs TXT
+7.8%
+40.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -1.0% |
| 7D | +3.2% | -2.5% | +5.8% | +3.6% |
| 30D | +14.9% | +14.4% | +0.5% | +12.6% |
| 3M | +11.6% | -4.9% | +16.5% | +12.2% |
| 6M | +48.5% | -10.2% | +58.7% | +50.1% |
| YTD | +20.6% | -4.1% | +24.7% | +19.4% |
| 1Y | +23.7% | +4.0% | +19.7% | +20.1% |
| 3Y | +47.8% | +8.0% | +39.8% | +39.4% |
| All | +47.8% | +7.8% | +40.0% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling