+4,516.5%
ADP vs TSEM
+11.3%
+4,505.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.8% | -9.9% | -2.6% |
| 7D | -3.4% | +6.9% | -10.3% | -3.9% |
| 30D | +2.8% | +5.3% | -2.5% | +2.2% |
| 3M | +20.9% | -14.9% | +35.8% | +20.9% |
| 6M | +29.9% | +80.0% | -50.2% | +21.9% |
| YTD | +9.6% | +89.4% | -79.7% | +2.2% |
| 1Y | -5.3% | +253.1% | -258.4% | -16.0% |
| 3Y | +16.5% | +642.1% | -625.6% | -3.5% |
| 5Y | +49.4% | +659.1% | -609.7% | +22.8% |
| 10Y | +282.2% | +1,291.4% | -1,009.2% | +197.5% |
| All | +4,516.5% | +11.3% | +4,505.2% | +3,248.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling