+1,326.7%
TSEM vs ADM
+171.4%
+1,155.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.2% |
| 7D | +4.7% | +1.4% | +3.3% | +4.3% |
| 30D | -14.2% | +8.2% | -22.5% | -16.3% |
| 3M | -5.0% | +8.7% | -13.8% | -7.5% |
| 6M | +87.6% | +29.1% | +58.5% | +73.4% |
| YTD | +84.4% | +53.7% | +30.8% | +61.6% |
| 1Y | +235.4% | +43.2% | +192.2% | +198.2% |
| 3Y | +668.0% | +21.4% | +646.6% | +605.1% |
| 5Y | +644.7% | +67.1% | +577.6% | +455.6% |
| 10Y | +1,326.7% | +176.6% | +1,150.1% | +694.5% |
| All | +1,326.7% | +171.4% | +1,155.3% | +694.5% |
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