+365.8%
TTD vs ADP
+277.5%
+88.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.6% | +0.4% |
| 7D | +1.7% | -5.5% | +7.2% | +7.3% |
| 30D | +1.6% | -1.2% | +2.8% | +2.9% |
| 3M | -27.8% | +17.9% | -45.7% | -38.1% |
| 6M | -52.1% | +20.3% | -72.4% | -59.7% |
| YTD | -63.1% | +5.8% | -68.9% | -64.9% |
| 1Y | -73.1% | -7.7% | -65.3% | -71.1% |
| 3Y | -83.3% | +14.7% | -98.0% | -85.7% |
| 5Y | -80.6% | +45.8% | -126.4% | -86.4% |
| All | +365.8% | +277.5% | +88.3% | +89.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling