+6.9%
TMO vs ADP
+45.3%
-38.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -2.5% | -5.7% | +3.2% | +0.3% |
| 30D | -0.3% | -1.4% | +1.1% | +0.3% |
| 3M | +25.3% | +16.6% | +8.7% | +15.7% |
| 6M | +20.9% | +24.9% | -4.1% | +7.3% |
| YTD | +4.3% | +5.6% | -1.3% | +1.1% |
| 1Y | +27.0% | -6.0% | +33.1% | +31.0% |
| 3Y | +17.5% | +14.5% | +3.1% | +7.0% |
| 5Y | +6.9% | +47.9% | -40.9% | -18.1% |
| All | +6.9% | +45.3% | -38.4% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling