+379.4%
TTD vs ADP
+291.1%
+88.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -2.4% |
| 7D | +6.3% | -3.4% | +9.8% | +9.9% |
| 30D | -23.9% | +2.8% | -26.7% | -25.7% |
| 3M | -31.4% | +20.9% | -52.3% | -42.5% |
| 6M | -42.7% | +29.9% | -72.5% | -54.9% |
| YTD | -62.0% | +9.6% | -71.6% | -65.1% |
| 1Y | -72.2% | -5.3% | -66.9% | -70.9% |
| 3Y | -81.9% | +16.5% | -98.4% | -84.8% |
| 5Y | -81.5% | +49.4% | -130.9% | -87.3% |
| All | +379.4% | +291.1% | +88.3% | +88.9% |
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