+676.6%
TSEM vs ADM
+20.7%
+655.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.6% | +7.8% |
| 7D | +6.9% | +3.8% | +3.1% | +6.7% |
| 30D | +5.3% | +9.8% | -4.4% | +4.8% |
| 3M | -14.9% | +2.1% | -17.0% | -14.9% |
| 6M | +80.0% | +27.5% | +52.5% | +79.0% |
| YTD | +89.4% | +50.2% | +39.1% | +87.5% |
| 1Y | +253.1% | +40.6% | +212.5% | +250.6% |
| All | +676.6% | +20.7% | +655.9% | +689.6% |
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