-20.5%
TSEM vs ADM
+982.0%
-1,002.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.4% |
| 3M | -36.3% | -11.3% | -25.0% | -34.7% |
| 6M | -30.6% | -10.0% | -20.6% | -29.1% |
| YTD | +35.3% | +25.9% | +9.4% | +26.3% |
| 1Y | +59.2% | +26.7% | +32.6% | +48.3% |
| 3Y | +547.7% | +8.1% | +539.5% | +509.1% |
| 5Y | +337.5% | +23.5% | +314.0% | +288.8% |
| 10Y | +887.4% | +128.2% | +759.2% | +634.9% |
| All | -20.5% | +982.0% | -1,002.5% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling