-4.6%
TLT vs ADP
+22.7%
-27.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | +5.1% | +11.5% | -6.4% | +5.0% |
| 3M | -0.2% | +12.0% | -12.2% | -0.3% |
| 6M | -2.9% | +43.8% | -46.7% | -2.5% |
| YTD | -2.7% | +20.1% | -22.7% | -1.8% |
| All | -4.6% | +22.7% | -27.3% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling