+1,672.6%
TSM vs ADI
+652.4%
+1,020.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +14.8% | +13.4% | +1.5% | +5.8% |
| 30D | -8.9% | -1.3% | -7.6% | -8.1% |
| 3M | -5.3% | +6.8% | -12.1% | -9.3% |
| 6M | +2.6% | -1.9% | +4.5% | +3.0% |
| YTD | +34.5% | +52.3% | -17.8% | +1.3% |
| 1Y | +41.0% | +71.6% | -30.6% | -1.8% |
| 3Y | +333.1% | +148.9% | +184.2% | +129.0% |
| 5Y | +270.1% | +140.8% | +129.3% | +96.1% |
| All | +1,672.6% | +652.4% | +1,020.2% | +401.2% |
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