-7.7%
ADP vs TEM
-20.5%
+12.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | -5.5% | +3.2% | -8.7% | -5.6% |
| 30D | -1.2% | +23.5% | -24.8% | -2.4% |
| 3M | +17.9% | +32.3% | -14.5% | +16.1% |
| 6M | +20.3% | +23.0% | -2.7% | +18.3% |
| YTD | +5.8% | +8.9% | -3.0% | +4.8% |
| 1Y | -7.7% | -19.9% | +12.1% | -8.7% |
| All | -7.7% | -20.5% | +12.8% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling