+396.0%
TTD vs ADP
+328.2%
+67.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.4% | +15.9% | +15.9% |
| 7D | +19.0% | +1.1% | +17.9% | +17.6% |
| 30D | +23.6% | +11.5% | +12.1% | +11.1% |
| 3M | +8.2% | +12.0% | -3.9% | -3.1% |
| 6M | -35.3% | +43.8% | -79.1% | -54.0% |
| YTD | -60.7% | +20.1% | -80.7% | -67.0% |
| 1Y | -65.3% | +22.3% | -87.6% | -71.4% |
| 3Y | -80.6% | +43.3% | -123.8% | -86.6% |
| 5Y | -84.6% | +47.3% | -132.0% | -89.4% |
| 10Y | +550.5% | +313.7% | +236.8% | +132.7% |
| All | +396.0% | +328.2% | +67.8% | +78.7% |
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