-85.4%
TTD vs ADP
+47.3%
-132.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +2.2% |
| 7D | +5.2% | +3.2% | +2.0% | +1.7% |
| 30D | +6.9% | +14.9% | -8.0% | -7.8% |
| 3M | -26.8% | +11.6% | -38.4% | -34.8% |
| 6M | -46.1% | +48.5% | -94.6% | -64.4% |
| YTD | -65.9% | +20.6% | -86.5% | -72.0% |
| 1Y | -71.8% | +23.7% | -95.5% | -77.6% |
| 3Y | -83.3% | +47.8% | -131.1% | -89.9% |
| All | -85.4% | +47.3% | -132.8% | -91.6% |
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