+53.2%
ADP vs TXT
+10.4%
+42.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.4% | -4.8% | +1.4% | -2.1% |
| 30D | +2.8% | -10.6% | +13.4% | +6.0% |
| 3M | +20.9% | -13.2% | +34.1% | +25.2% |
| 6M | +29.9% | -20.3% | +50.2% | +37.7% |
| YTD | +9.6% | -9.3% | +18.9% | +10.7% |
| 1Y | -5.3% | -2.7% | -2.6% | -6.9% |
| 3Y | +16.5% | +1.4% | +15.1% | +9.3% |
| All | +53.2% | +10.4% | +42.8% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling