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  • TLT vs ADP✓SelectedUSD · ADPTLT vs ADP performance historyLatest closeAs of+0.05%11/09
Stock and ETF performance explorer

TLT vs ADP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-12.5%
ADP return
+327.9%
Excess return
-340.4%
Maximum drawdown
-48.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioADPExcessAlpha
1D0.0%-0.4%+0.5%0.0%
7D+0.3%+1.1%-0.8%+0.3%
30D+5.1%+11.5%-6.4%+5.8%
3M-0.2%+12.0%-12.2%+0.5%
6M-2.9%+43.8%-46.7%-0.6%
YTD-2.7%+20.1%-22.7%-1.4%
1Y-4.6%+22.3%-26.9%-3.2%
3Y+6.1%+43.3%-37.2%+9.4%
5Y-35.1%+47.3%-82.5%-32.3%
10Y-12.5%+313.7%-326.2%-0.5%
All-12.5%+327.9%-340.4%-0.5%

Cumulative growth

Daily Returns

Daily percentage return beside ADP.

Daily Out/Under-Performance

Portfolio return minus ADP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ADP 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 ADP 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