+32.0%
ADP vs TEM
+90.1%
-58.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.0% | -9.2% | -1.5% |
| 7D | +3.2% | +5.3% | -2.1% | +3.0% |
| 30D | +14.9% | +8.1% | +6.8% | +14.5% |
| 3M | +11.6% | +64.9% | -53.3% | +8.9% |
| 6M | +48.5% | +42.1% | +6.3% | +45.4% |
| YTD | +20.6% | +28.8% | -8.2% | +18.2% |
| 1Y | +23.7% | +5.5% | +18.2% | +22.1% |
| All | +32.0% | +90.1% | -58.1% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling