+887.4%
TSEM vs ADM
+118.6%
+768.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.3% | +5.3% | +7.0% |
| 7D | +6.8% | +0.1% | +6.7% | +6.8% |
| 30D | -26.6% | -11.8% | -14.8% | -24.1% |
| 3M | -36.3% | -11.3% | -25.0% | -34.5% |
| 6M | -30.6% | -10.0% | -20.6% | -28.9% |
| YTD | +35.3% | +25.9% | +9.4% | +24.6% |
| 1Y | +59.2% | +26.7% | +32.6% | +46.2% |
| 3Y | +547.7% | +8.1% | +539.5% | +505.0% |
| 5Y | +337.5% | +23.5% | +314.0% | +260.3% |
| 10Y | +887.4% | +128.2% | +759.2% | +466.5% |
| All | +887.4% | +118.6% | +768.8% | +466.5% |
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