+1,753.6%
TSM vs ADP
+269.5%
+1,484.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.8% | +3.6% |
| 7D | +6.0% | -5.5% | +11.5% | +8.1% |
| 30D | +4.5% | -1.2% | +5.8% | +4.8% |
| 3M | +3.1% | +17.9% | -14.8% | -4.5% |
| 6M | +30.2% | +20.3% | +9.9% | +18.6% |
| YTD | +45.2% | +5.8% | +39.4% | +39.4% |
| 1Y | +79.6% | -7.7% | +87.3% | +82.7% |
| 3Y | +411.0% | +14.7% | +396.3% | +361.3% |
| 5Y | +290.7% | +45.8% | +244.9% | +211.0% |
| 10Y | +1,753.6% | +270.5% | +1,483.1% | +897.7% |
| All | +1,753.6% | +269.5% | +1,484.1% | +897.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ADP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling