-8.3%
ADP vs TSN
-3.8%
-4.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -5.7% | -7.3% | +1.6% | -5.0% |
| 30D | -3.1% | -8.6% | +5.5% | -2.2% |
| 3M | +15.6% | -7.5% | +23.1% | +16.5% |
| 6M | +20.8% | -14.1% | +34.9% | +21.0% |
| YTD | +4.7% | -9.4% | +14.2% | +3.5% |
| 1Y | -8.3% | -4.1% | -4.2% | -11.0% |
| All | -8.3% | -3.8% | -4.4% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling