+329.6%
TTD vs ADP
+330.0%
-0.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +2.1% |
| 7D | +5.2% | +3.2% | +2.0% | +2.0% |
| 30D | +6.9% | +14.9% | -8.0% | -6.5% |
| 3M | -26.8% | +11.6% | -38.4% | -34.1% |
| 6M | -46.1% | +48.5% | -94.6% | -62.9% |
| YTD | -65.9% | +20.6% | -86.5% | -71.5% |
| 1Y | -71.8% | +23.7% | -95.5% | -77.0% |
| 3Y | -83.3% | +47.8% | -131.1% | -88.8% |
| 5Y | -81.1% | +47.7% | -128.9% | -87.0% |
| 10Y | +441.7% | +324.0% | +117.7% | +92.6% |
| All | +329.6% | +330.0% | -0.5% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling