+14.7%
ADP vs TSEM
+668.6%
-653.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.3% | -3.5% |
| 7D | -5.5% | +10.4% | -15.9% | -5.1% |
| 30D | -1.2% | -12.9% | +11.7% | -1.7% |
| 3M | +17.9% | -9.2% | +27.0% | +17.8% |
| 6M | +20.3% | +98.8% | -78.4% | +16.6% |
| YTD | +5.8% | +87.2% | -81.4% | +2.4% |
| 1Y | -7.7% | +239.0% | -246.7% | -14.8% |
| 3Y | +14.7% | +679.5% | -664.8% | +0.5% |
| All | +14.7% | +668.6% | -653.9% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling