+313.7%
ADP vs TSN
+13.2%
+300.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.1% | +4.9% | -3.8% | -0.2% |
| 30D | +11.5% | +12.1% | -0.5% | +8.2% |
| 3M | +12.0% | +4.1% | +7.9% | +10.6% |
| 6M | +43.8% | -10.9% | +54.7% | +47.7% |
| YTD | +20.1% | +4.8% | +15.3% | +17.4% |
| 1Y | +22.3% | +17.6% | +4.7% | +15.5% |
| 3Y | +43.3% | +43.2% | +0.1% | +26.4% |
| 5Y | +47.3% | -13.9% | +61.2% | +48.9% |
| 10Y | +313.7% | +11.8% | +301.9% | +270.9% |
| All | +313.7% | +13.2% | +300.5% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling