-46.1%
TTD vs ADP
+47.6%
-93.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +2.1% |
| 7D | +5.2% | +3.2% | +2.0% | +1.8% |
| 30D | +6.9% | +14.9% | -8.0% | -8.1% |
| 3M | -26.8% | +11.6% | -38.4% | -35.0% |
| 6M | -46.1% | +48.5% | -94.6% | -66.1% |
| All | -46.1% | +47.6% | -93.7% | -66.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling