+34.0%
ADP vs TEM
+89.7%
-55.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.6% |
| 7D | +0.3% | +7.8% | -7.5% | 0.0% |
| 30D | +11.6% | +11.2% | +0.4% | +11.0% |
| 3M | +15.1% | +39.0% | -23.9% | +13.0% |
| 6M | +46.0% | +61.6% | -15.6% | +42.2% |
| YTD | +22.4% | +28.5% | -6.1% | +20.0% |
| 1Y | +24.5% | +6.7% | +17.7% | +22.8% |
| All | +34.0% | +89.7% | -55.7% | +27.9% |
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