+279.0%
ADP vs TSEM
+1,283.8%
-1,004.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -5.7% | +4.7% | -10.4% | -6.1% |
| 30D | -3.1% | -14.2% | +11.2% | -1.8% |
| 3M | +15.6% | -5.0% | +20.6% | +13.7% |
| 6M | +20.8% | +87.6% | -66.8% | +4.2% |
| YTD | +4.7% | +84.4% | -79.7% | -10.3% |
| 1Y | -8.3% | +235.4% | -243.7% | -30.6% |
| 3Y | +13.6% | +668.0% | -654.4% | -30.7% |
| 5Y | +45.0% | +644.7% | -599.7% | -13.7% |
| 10Y | +279.0% | +1,326.7% | -1,047.7% | +76.5% |
| All | +279.0% | +1,283.8% | -1,004.8% | +76.5% |
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