+131.2%
TLT vs ADP
+1,522.3%
-1,391.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | -0.1% |
| 7D | -0.4% | -3.4% | +3.0% | -0.9% |
| 30D | -0.6% | +2.8% | -3.4% | -0.2% |
| 3M | -2.7% | +20.9% | -23.7% | +0.1% |
| 6M | -5.6% | +29.9% | -35.5% | -1.7% |
| YTD | -2.8% | +9.6% | -12.4% | -1.2% |
| 1Y | -1.4% | -5.3% | +3.8% | -1.9% |
| 3Y | -1.6% | +16.5% | -18.1% | +1.4% |
| 5Y | -33.8% | +49.4% | -83.2% | -28.1% |
| 10Y | -21.1% | +282.2% | -303.3% | +7.2% |
| All | +131.2% | +1,522.3% | -1,391.1% | +333.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling