+45.8%
ADP vs TE
-41.1%
+86.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.0% | -13.5% | -3.7% |
| 7D | -5.5% | +18.2% | -23.7% | -5.9% |
| 30D | -1.2% | -13.5% | +12.3% | -1.0% |
| 3M | +17.9% | -44.6% | +62.4% | +19.3% |
| 6M | +20.3% | -24.7% | +45.0% | +19.2% |
| YTD | +5.8% | -24.3% | +30.1% | +4.2% |
| 1Y | -7.7% | +155.6% | -163.3% | -15.6% |
| 3Y | +14.7% | -18.3% | +33.0% | +10.1% |
| 5Y | +45.8% | -41.3% | +87.1% | +38.8% |
| All | +45.8% | -41.1% | +86.9% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling