+1,502.2%
TSM vs ADP
+327.9%
+1,174.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | -2.5% | +1.1% | -3.6% | -3.0% |
| 30D | -14.3% | +11.5% | -25.8% | -17.8% |
| 3M | -7.2% | +12.0% | -19.3% | -11.6% |
| 6M | -5.1% | +43.8% | -48.9% | -19.1% |
| YTD | +28.9% | +20.1% | +8.8% | +17.7% |
| 1Y | +37.1% | +22.3% | +14.8% | +23.9% |
| 3Y | +341.5% | +43.3% | +298.2% | +262.5% |
| 5Y | +245.7% | +47.3% | +198.4% | +176.9% |
| 10Y | +1,502.2% | +313.7% | +1,188.5% | +809.8% |
| All | +1,502.2% | +327.9% | +1,174.4% | +809.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling