+115.3%
ADI vs TSEM
+663.1%
-547.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | +2.6% | +4.7% | -2.1% | +1.2% |
| 30D | -4.6% | -14.2% | +9.6% | -0.7% |
| 3M | -9.5% | -5.0% | -4.5% | -9.9% |
| 6M | +14.8% | +87.6% | -72.7% | -10.2% |
| YTD | +35.8% | +84.4% | -48.6% | +4.5% |
| 1Y | +48.9% | +235.4% | -186.5% | -10.0% |
| All | +115.3% | +663.1% | -547.8% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling