+20.0%
ADP vs TEM
+61.6%
-41.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.4% | +0.9% | -4.3% | -3.5% |
| 30D | +2.8% | +38.4% | -35.6% | +1.3% |
| 3M | +20.9% | +23.7% | -2.7% | +19.5% |
| 6M | +29.9% | +26.0% | +3.9% | +27.9% |
| YTD | +9.6% | +9.4% | +0.2% | +8.5% |
| 1Y | -5.3% | -17.3% | +12.0% | -5.5% |
| All | +20.0% | +61.6% | -41.5% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling