+316.1%
ADP vs TSN
+12.5%
+303.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +3.2% | +5.8% | -2.7% | +1.6% |
| 30D | +12.8% | +12.8% | -0.1% | +9.2% |
| 3M | +12.3% | +6.5% | +5.9% | +10.2% |
| 6M | +45.4% | -10.3% | +55.7% | +49.1% |
| YTD | +21.4% | +5.5% | +15.9% | +18.4% |
| 1Y | +23.7% | +15.8% | +7.9% | +17.4% |
| 3Y | +43.6% | +42.5% | +1.1% | +26.9% |
| 5Y | +48.7% | -14.3% | +63.1% | +50.6% |
| 10Y | +316.1% | +18.2% | +297.9% | +271.9% |
| All | +316.1% | +12.5% | +303.6% | +271.9% |
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