+520.1%
TTD vs ADP
+317.3%
+202.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.4% |
| 7D | +20.8% | +0.9% | +19.9% | +19.6% |
| 30D | +33.8% | +11.9% | +21.9% | +19.9% |
| 3M | +17.8% | +13.7% | +4.1% | +4.1% |
| 6M | -25.7% | +46.8% | -72.5% | -48.3% |
| YTD | -57.9% | +21.8% | -79.7% | -65.1% |
| 1Y | -63.8% | +23.5% | -87.4% | -70.5% |
| 3Y | -75.0% | +44.1% | -119.1% | -82.9% |
| 5Y | -82.5% | +49.9% | -132.4% | -88.1% |
| All | +520.1% | +317.3% | +202.8% | +118.2% |
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