+22.3%
ADP vs TSN
+11.8%
+10.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.1% | +4.9% | -3.8% | +0.6% |
| 30D | +11.5% | +12.1% | -0.5% | +10.5% |
| 3M | +12.0% | +4.1% | +7.9% | +11.5% |
| 6M | +43.8% | -10.9% | +54.7% | +41.3% |
| YTD | +20.1% | +4.8% | +15.3% | +18.3% |
| All | +22.3% | +11.8% | +10.5% | +20.7% |
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