+253.1%
TSEM vs ADVB
+5.8%
+247.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.5% | +7.8% |
| 7D | +6.9% | -3.8% | +10.6% | +6.8% |
| 30D | +5.3% | +17.6% | -12.3% | +6.6% |
| 3M | -14.9% | +119.1% | -134.0% | -7.5% |
| 6M | +80.0% | +103.4% | -23.3% | +97.3% |
| YTD | +89.4% | +59.8% | +29.5% | +107.9% |
| 1Y | +253.1% | +8.5% | +244.5% | +285.7% |
| All | +253.1% | +5.8% | +247.2% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling