+5,011.6%
ADP vs TSEM
-26.1%
+5,037.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.3% |
| 7D | +3.2% | -9.5% | +12.7% | +3.7% |
| 30D | +12.8% | -35.5% | +48.2% | +15.4% |
| 3M | +12.3% | -41.6% | +53.9% | +15.3% |
| 6M | +45.4% | -30.1% | +75.5% | +45.3% |
| YTD | +21.4% | +25.7% | -4.3% | +15.4% |
| 1Y | +23.7% | +50.5% | -26.7% | +15.8% |
| 3Y | +43.6% | +501.7% | -458.1% | +19.7% |
| 5Y | +48.7% | +310.9% | -262.2% | +26.5% |
| 10Y | +316.1% | +849.8% | -533.7% | +229.7% |
| All | +5,011.6% | -26.1% | +5,037.7% | +3,679.9% |
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