+275.2%
ADP vs TSN
-5.9%
+281.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -5.7% | +1.4% | -7.1% | -6.1% |
| 30D | -1.4% | -6.2% | +4.8% | +0.1% |
| 3M | +16.6% | -5.7% | +22.2% | +18.1% |
| 6M | +24.9% | -11.4% | +36.3% | +27.9% |
| YTD | +5.6% | -8.2% | +13.8% | +6.9% |
| 1Y | -6.0% | -2.0% | -4.0% | -6.7% |
| 3Y | +14.5% | +11.9% | +2.6% | +8.2% |
| 5Y | +47.9% | -17.8% | +65.6% | +50.7% |
| All | +275.2% | -5.9% | +281.1% | +249.2% |
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