-65.5%
TTD vs ADP
+22.7%
-88.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.4% | +15.9% | +15.9% |
| 7D | +19.0% | +1.1% | +17.9% | +17.6% |
| 30D | +23.6% | +11.5% | +12.1% | +10.9% |
| 3M | +8.2% | +12.0% | -3.9% | -3.3% |
| 6M | -35.3% | +43.8% | -79.1% | -54.0% |
| YTD | -60.7% | +20.1% | -80.7% | -68.4% |
| All | -65.5% | +22.7% | -88.2% | -73.0% |
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