+36.0%
TSM vs ADI
+76.5%
-40.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -0.3% |
| 7D | -10.0% | -5.1% | -4.8% | -7.0% |
| 30D | -18.5% | -3.1% | -15.5% | -16.9% |
| 3M | -4.9% | +7.1% | -12.0% | -8.6% |
| 6M | -1.0% | +2.9% | -3.9% | -3.0% |
| YTD | +31.3% | +51.1% | -19.9% | +5.4% |
| 1Y | +36.0% | +79.3% | -43.3% | +2.4% |
| All | +36.0% | +76.5% | -40.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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