+11.3%
TSEM vs ADM
+1,190.9%
-1,179.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.6% | +7.8% |
| 7D | +6.9% | +3.8% | +3.1% | +5.8% |
| 30D | +5.3% | +9.8% | -4.4% | +2.6% |
| 3M | -14.9% | +2.1% | -17.0% | -15.5% |
| 6M | +80.0% | +27.5% | +52.5% | +68.4% |
| YTD | +89.4% | +50.2% | +39.1% | +69.6% |
| 1Y | +253.1% | +40.6% | +212.5% | +219.8% |
| 3Y | +642.1% | +17.2% | +624.9% | +586.7% |
| 5Y | +659.1% | +61.9% | +597.2% | +529.7% |
| 10Y | +1,291.4% | +159.3% | +1,132.1% | +902.8% |
| All | +11.3% | +1,190.9% | -1,179.6% | -34.8% |
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