-12.5%
TLT vs ADP
+327.9%
-340.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -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