+1,054.9%
ADP vs TEL
+759.2%
+295.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +0.3% | +5.6% | -5.3% | -1.9% |
| 30D | +11.6% | +0.9% | +10.7% | +10.6% |
| 3M | +15.1% | +2.1% | +13.0% | +13.0% |
| 6M | +46.0% | +2.7% | +43.3% | +41.9% |
| YTD | +22.4% | -3.2% | +25.6% | +19.6% |
| 1Y | +24.5% | -10.6% | +35.1% | +25.0% |
| 3Y | +44.8% | +79.8% | -35.0% | +5.9% |
| 5Y | +49.1% | +43.3% | +5.8% | +18.7% |
| 10Y | +320.9% | +287.5% | +33.4% | +117.1% |
| All | +1,054.9% | +759.2% | +295.7% | +297.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 all: compounded portfolio wealth divided by compounded TEL 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…
all analysis · Full analysis span regression · 6 months rolling