+10,816.5%
ADP vs TSN
+890.5%
+9,926.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -3.4% | -6.3% | +2.9% | -2.3% |
| 30D | +2.8% | -10.8% | +13.6% | +4.9% |
| 3M | +20.9% | -8.8% | +29.7% | +22.9% |
| 6M | +29.9% | -16.8% | +46.7% | +33.9% |
| YTD | +9.6% | -10.0% | +19.6% | +11.2% |
| 1Y | -5.3% | -5.3% | 0.0% | -4.9% |
| 3Y | +16.5% | +8.5% | +8.0% | +13.0% |
| 5Y | +49.4% | -22.9% | +72.3% | +53.4% |
| 10Y | +282.2% | -12.6% | +294.8% | +273.1% |
| All | +10,816.5% | +890.5% | +9,926.1% | +5,637.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling