+852.7%
TSEM vs ADM
+127.5%
+725.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +20.5% | +0.7% | +19.8% | +20.3% |
| 30D | -29.0% | -14.7% | -14.3% | -25.9% |
| 3M | -39.4% | -10.4% | -28.9% | -37.8% |
| 6M | -28.5% | -10.9% | -17.6% | -26.6% |
| YTD | +34.4% | +26.0% | +8.4% | +23.8% |
| 1Y | +48.3% | +26.5% | +21.9% | +36.3% |
| 3Y | +543.5% | +8.2% | +535.3% | +501.1% |
| 5Y | +331.4% | +24.0% | +307.4% | +254.8% |
| All | +852.7% | +127.5% | +725.1% | +465.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling