+110.5%
ADP vs TE
-80.5%
+190.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.7% |
| 7D | +2.2% | -19.1% | +21.2% | +2.6% |
| 30D | +10.6% | -34.1% | +44.7% | +11.3% |
| 3M | +12.9% | -60.1% | +73.0% | +14.9% |
| 6M | +50.6% | -66.0% | +116.6% | +51.8% |
| YTD | +23.2% | -71.4% | +94.6% | +23.8% |
| 1Y | +25.3% | -45.3% | +70.5% | +21.8% |
| 3Y | +47.1% | +9.1% | +38.0% | +28.7% |
| 5Y | +50.1% | -82.6% | +132.6% | +46.9% |
| All | +110.5% | -80.5% | +190.9% | +109.9% |
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