+476.5%
TSEM vs ADM
+11.2%
+465.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.7% | -9.7% | -7.0% |
| 7D | +7.0% | +4.2% | +2.8% | +6.8% |
| 30D | -29.8% | -12.8% | -16.9% | -29.4% |
| 3M | -41.9% | -8.5% | -33.5% | -41.8% |
| 6M | -45.8% | -10.9% | -34.8% | -45.5% |
| YTD | +25.1% | +29.4% | -4.3% | +24.5% |
| 1Y | +48.2% | +27.5% | +20.7% | +47.6% |
| 3Y | +476.5% | +10.3% | +466.2% | +480.2% |
| All | +476.5% | +11.2% | +465.3% | +480.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling