+934.6%
ADP vs TEL
+723.0%
+211.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -3.4% | +3.0% | -6.4% | -4.5% |
| 30D | +2.8% | -3.9% | +6.7% | +4.1% |
| 3M | +20.9% | -5.1% | +26.0% | +22.3% |
| 6M | +29.9% | +0.6% | +29.3% | +26.8% |
| YTD | +9.6% | -7.3% | +16.9% | +9.7% |
| 1Y | -5.3% | +1.1% | -6.4% | -9.2% |
| 3Y | +16.5% | +63.7% | -47.2% | -11.0% |
| 5Y | +49.4% | +50.7% | -1.3% | +17.0% |
| 10Y | +282.2% | +290.2% | -8.0% | +98.2% |
| All | +934.6% | +723.0% | +211.6% | +264.6% |
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