-75.3%
TTD vs ADP
+46.4%
-121.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.8% |
| 7D | +21.3% | +2.2% | +19.1% | +19.2% |
| 30D | +28.7% | +10.6% | +18.2% | +18.2% |
| 3M | +7.7% | +12.9% | -5.2% | -2.8% |
| 6M | -23.5% | +50.6% | -74.1% | -44.8% |
| YTD | -58.7% | +23.2% | -81.9% | -65.7% |
| 1Y | -63.4% | +25.3% | -88.7% | -70.0% |
| 3Y | -75.3% | +47.1% | -122.4% | -81.4% |
| All | -75.3% | +46.4% | -121.7% | -81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling