+1,815.4%
TSM vs ADI
+621.8%
+1,193.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.2% |
| 7D | +4.8% | +2.6% | +2.1% | +3.1% |
| 30D | +4.0% | -4.6% | +8.7% | +7.2% |
| 3M | +2.0% | -9.5% | +11.5% | +8.7% |
| 6M | +25.5% | +14.8% | +10.6% | +13.7% |
| YTD | +44.0% | +35.8% | +8.2% | +16.8% |
| 1Y | +75.4% | +48.9% | +26.5% | +33.7% |
| 3Y | +406.7% | +115.6% | +291.2% | +194.2% |
| 5Y | +285.0% | +135.1% | +149.9% | +107.3% |
| 10Y | +1,815.4% | +636.4% | +1,178.9% | +427.3% |
| All | +1,815.4% | +621.8% | +1,193.6% | +427.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling