-5.3%
ADP vs TE
+132.3%
-137.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.0% |
| 7D | -3.4% | -4.0% | +0.5% | -3.5% |
| 30D | +2.8% | -15.9% | +18.7% | +2.4% |
| 3M | +20.9% | -60.5% | +81.5% | +19.9% |
| 6M | +29.9% | -35.2% | +65.1% | +28.6% |
| YTD | +9.6% | -31.1% | +40.8% | +8.6% |
| 1Y | -5.3% | +148.6% | -153.9% | -8.8% |
| All | -5.3% | +132.3% | -137.6% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling