+328.6%
TMO vs ADP
+286.3%
+42.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | -0.6% | -2.8% | +2.1% | +0.6% |
| 30D | +1.1% | +0.2% | +0.9% | +1.0% |
| 3M | +28.3% | +20.5% | +7.8% | +17.2% |
| 6M | +23.3% | +28.8% | -5.5% | +8.5% |
| YTD | +5.5% | +6.6% | -1.2% | +1.3% |
| 1Y | +24.5% | -6.9% | +31.4% | +27.4% |
| 3Y | +19.6% | +16.1% | +3.4% | +9.1% |
| 5Y | +8.1% | +49.3% | -41.2% | -12.8% |
| All | +328.6% | +286.3% | +42.3% | +136.7% |
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