+25.8%
TMO vs ADP
-4.5%
+30.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -1.4% | -3.4% | +2.1% | -0.5% |
| 30D | +6.2% | +2.8% | +3.4% | +5.5% |
| 3M | +27.5% | +20.9% | +6.5% | +21.5% |
| 6M | +20.0% | +29.9% | -9.9% | +12.6% |
| YTD | +6.1% | +9.6% | -3.5% | +5.4% |
| 1Y | +25.8% | -5.3% | +31.1% | +31.4% |
| All | +25.8% | -4.5% | +30.4% | +31.4% |
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 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