+10,816.5%
ADP vs TXT
+2,070.1%
+8,746.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.4% | -4.8% | +1.4% | -2.2% |
| 30D | +2.8% | -10.6% | +13.4% | +5.7% |
| 3M | +20.9% | -13.2% | +34.1% | +24.8% |
| 6M | +29.9% | -20.3% | +50.2% | +36.6% |
| YTD | +9.6% | -9.3% | +18.9% | +11.2% |
| 1Y | -5.3% | -2.7% | -2.6% | -5.8% |
| 3Y | +16.5% | +1.4% | +15.1% | +13.1% |
| 5Y | +49.4% | +9.6% | +39.8% | +40.7% |
| 10Y | +282.2% | +94.9% | +187.3% | +195.8% |
| All | +10,816.5% | +2,070.1% | +8,746.5% | +3,768.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling