+80.5%
TSEM vs ADM
+29.8%
+50.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.3% | -9.1% | -8.7% |
| 7D | -23.1% | -8.3% | -14.8% | -23.3% |
| 30D | -40.4% | -14.1% | -26.3% | -40.5% |
| 3M | -37.9% | -10.7% | -27.1% | -37.9% |
| 6M | -30.8% | -5.9% | -24.9% | -29.8% |
| YTD | +26.7% | +25.8% | +1.0% | +39.8% |
| 1Y | +80.5% | +21.3% | +59.2% | +97.4% |
| All | +80.5% | +29.8% | +50.6% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling