+144.4%
ADI vs TSEM
+547.1%
-402.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.9% | +4.2% | -0.7% |
| 7D | +9.5% | +7.0% | +2.5% | +7.2% |
| 30D | -1.4% | -29.8% | +28.4% | +8.5% |
| 3M | +4.7% | -41.9% | +46.7% | +20.6% |
| 6M | -7.4% | -45.8% | +38.3% | +6.3% |
| YTD | +48.1% | +25.1% | +23.0% | +25.9% |
| 1Y | +69.6% | +48.2% | +21.4% | +34.7% |
| 3Y | +144.4% | +476.5% | -332.1% | +0.8% |
| All | +144.4% | +547.1% | -402.7% | +0.8% |
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