+311.5%
ADP vs TSEM
+869.4%
-557.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.3% | -1.3% |
| 7D | +1.1% | -2.0% | +3.0% | +1.1% |
| 30D | +11.5% | -33.4% | +44.9% | +14.9% |
| 3M | +12.0% | -39.7% | +51.7% | +16.1% |
| 6M | +43.8% | -27.8% | +71.6% | +41.4% |
| YTD | +20.1% | +29.7% | -9.6% | +5.2% |
| 1Y | +22.3% | +81.1% | -58.9% | 0.0% |
| 3Y | +43.3% | +529.3% | -486.0% | -13.3% |
| 5Y | +47.3% | +315.0% | -267.6% | -4.1% |
| All | +311.5% | +869.4% | -557.9% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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