+265.7%
TSM vs ADP
+49.5%
+216.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.8% |
| 7D | +6.2% | +2.2% | +4.0% | +5.9% |
| 30D | -7.3% | +10.6% | -17.8% | -9.0% |
| 3M | -7.1% | +12.9% | -20.0% | -9.4% |
| 6M | +0.2% | +50.6% | -50.4% | -10.4% |
| YTD | +32.2% | +23.2% | +9.1% | +27.2% |
| 1Y | +42.8% | +25.3% | +17.5% | +36.0% |
| 3Y | +330.4% | +47.1% | +283.3% | +266.1% |
| All | +265.7% | +49.5% | +216.2% | +201.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling