+14.7%
ADP vs TEM
+53.2%
-38.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -0.8% |
| 7D | -5.7% | -1.1% | -4.6% | -5.6% |
| 30D | -3.1% | +11.3% | -14.4% | -3.7% |
| 3M | +15.6% | +25.5% | -9.9% | +14.1% |
| 6M | +20.8% | +17.1% | +3.7% | +19.3% |
| YTD | +4.7% | +3.8% | +1.0% | +3.9% |
| 1Y | -8.3% | -24.4% | +16.1% | -8.2% |
| All | +14.7% | +53.2% | -38.5% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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