+50.5%
TSEM vs ADVB
-73.6%
+124.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.0% | -3.0% |
| 7D | -9.5% | -4.1% | -5.4% | -9.6% |
| 30D | -35.5% | -60.3% | +24.8% | -37.7% |
| 3M | -41.6% | -73.3% | +31.8% | -44.5% |
| 6M | -30.1% | -65.9% | +35.9% | -28.5% |
| YTD | +25.7% | -63.9% | +89.6% | +31.8% |
| 1Y | +50.5% | -74.1% | +124.6% | +63.6% |
| All | +50.5% | -73.6% | +124.1% | +63.6% |
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