+251.6%
TSEM vs ADVB
-97.5%
+349.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +4.9% |
| 7D | -17.5% | -13.9% | -3.6% | -17.6% |
| 30D | -44.7% | -68.1% | +23.4% | -45.7% |
| 3M | -38.9% | -73.4% | +34.5% | -40.1% |
| 6M | -36.7% | -70.8% | +34.1% | -36.1% |
| YTD | +17.0% | -66.1% | +83.1% | +17.7% |
| 1Y | +62.8% | -77.5% | +140.3% | +66.9% |
| All | +251.6% | -97.5% | +349.1% | +310.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling