+107.4%
ADP vs TE
-78.8%
+186.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.6% | +10.7% | +1.3% |
| 7D | +3.2% | -26.9% | +30.0% | +3.8% |
| 30D | +12.8% | -38.9% | +51.7% | +13.8% |
| 3M | +12.3% | -61.0% | +73.3% | +14.4% |
| 6M | +45.4% | -66.4% | +111.8% | +46.8% |
| YTD | +21.4% | -69.0% | +90.4% | +21.8% |
| 1Y | +23.7% | -54.0% | +77.7% | +21.4% |
| 3Y | +43.6% | +38.0% | +5.6% | +23.7% |
| 5Y | +48.7% | -81.0% | +129.7% | +45.3% |
| All | +107.4% | -78.8% | +186.2% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling