+13,634.3%
TSM vs ADP
+2,382.0%
+11,252.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +4.9% | +4.1% |
| 7D | +2.7% | -3.4% | +6.2% | +4.8% |
| 30D | +3.6% | +2.8% | +0.8% | +1.7% |
| 3M | -3.4% | +20.9% | -24.3% | -15.5% |
| 6M | +20.6% | +29.9% | -9.3% | -0.6% |
| YTD | +41.9% | +9.6% | +32.2% | +28.8% |
| 1Y | +84.4% | -5.3% | +89.6% | +81.6% |
| 3Y | +380.2% | +16.5% | +363.7% | +306.8% |
| 5Y | +275.3% | +49.4% | +225.9% | +166.1% |
| 10Y | +1,751.4% | +282.2% | +1,469.2% | +549.4% |
| All | +13,634.3% | +2,382.0% | +11,252.3% | +815.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling