+4,955.0%
ADP vs TSEM
-23.8%
+4,978.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.3% | -1.1% |
| 7D | +1.1% | -2.0% | +3.0% | +1.1% |
| 30D | +11.5% | -33.4% | +44.9% | +13.9% |
| 3M | +12.0% | -39.7% | +51.7% | +14.8% |
| 6M | +43.8% | -27.8% | +71.6% | +43.4% |
| YTD | +20.1% | +29.7% | -9.6% | +13.9% |
| 1Y | +22.3% | +81.1% | -58.9% | +12.9% |
| 3Y | +43.3% | +529.3% | -486.0% | +19.0% |
| 5Y | +47.3% | +315.0% | -267.6% | +25.3% |
| 10Y | +313.7% | +865.7% | -552.0% | +227.4% |
| All | +4,955.0% | -23.8% | +4,978.8% | +3,631.0% |
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