+43.3%
ADP vs TE
-20.5%
+63.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.5% | -0.4% |
| 7D | +1.1% | -10.5% | +11.6% | +1.0% |
| 30D | +11.5% | -32.4% | +44.0% | +11.4% |
| 3M | +12.0% | -60.9% | +72.9% | +12.0% |
| 6M | +43.8% | -62.8% | +106.6% | +42.9% |
| YTD | +20.1% | -65.7% | +85.8% | +19.1% |
| 1Y | +22.3% | -39.9% | +62.2% | +19.7% |
| 3Y | +43.3% | +10.6% | +32.7% | +33.4% |
| All | +43.3% | -20.5% | +63.8% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling