+667.3%
TSEM vs ADM
+64.4%
+602.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +10.4% | -0.1% | +10.5% | +10.4% |
| 30D | -12.9% | +11.0% | -24.0% | -13.9% |
| 3M | -9.2% | +6.0% | -15.2% | -9.7% |
| 6M | +98.8% | +26.9% | +71.8% | +94.5% |
| YTD | +87.2% | +50.0% | +37.2% | +80.4% |
| 1Y | +239.0% | +39.6% | +199.4% | +228.6% |
| 3Y | +679.5% | +18.5% | +661.0% | +666.9% |
| 5Y | +667.3% | +62.6% | +604.7% | +592.7% |
| All | +667.3% | +64.4% | +602.8% | +592.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling