-8.3%
ADP vs TSEM
+233.1%
-241.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.2% |
| 7D | -5.7% | +4.7% | -10.4% | -5.1% |
| 30D | -3.1% | -14.2% | +11.2% | -4.5% |
| 3M | +15.6% | -5.0% | +20.6% | +16.2% |
| 6M | +20.8% | +87.6% | -66.8% | +25.3% |
| YTD | +4.7% | +84.4% | -79.7% | +9.0% |
| 1Y | -8.3% | +235.4% | -243.7% | +0.5% |
| All | -8.3% | +233.1% | -241.4% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling