+277.9%
TSEM vs ADVB
-97.4%
+375.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.0% | -3.1% |
| 7D | -9.5% | -4.1% | -5.4% | -9.5% |
| 30D | -35.5% | -60.3% | +24.8% | -36.4% |
| 3M | -41.6% | -73.3% | +31.8% | -42.9% |
| 6M | -30.1% | -65.9% | +35.9% | -29.5% |
| YTD | +25.7% | -63.9% | +89.6% | +26.5% |
| 1Y | +50.5% | -74.1% | +124.6% | +53.7% |
| All | +277.9% | -97.4% | +375.2% | +341.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling