+616.7%
ADI vs TSEM
+1,289.9%
-673.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | +0.4% |
| 7D | +1.3% | +0.9% | +0.4% | +0.9% |
| 30D | -6.0% | -16.6% | +10.7% | -0.2% |
| 3M | -7.7% | -10.9% | +3.2% | -6.7% |
| 6M | +14.0% | +78.0% | -64.1% | -15.1% |
| YTD | +34.4% | +77.2% | -42.8% | -1.8% |
| 1Y | +48.0% | +207.6% | -159.6% | -15.1% |
| 3Y | +113.3% | +637.8% | -524.5% | -19.9% |
| 5Y | +131.1% | +617.0% | -485.9% | -16.1% |
| All | +616.7% | +1,289.9% | -673.2% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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