+12,377.6%
TSM vs ADI
+3,566.4%
+8,811.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.6% | -5.0% | -1.5% |
| 7D | -2.5% | -4.4% | +1.9% | +0.1% |
| 30D | -14.3% | -2.8% | -11.4% | -12.8% |
| 3M | -7.2% | +1.5% | -8.8% | -8.1% |
| 6M | -5.1% | -4.7% | -0.4% | -3.0% |
| YTD | +28.9% | +46.8% | -17.9% | +2.0% |
| 1Y | +37.1% | +74.9% | -37.8% | -2.2% |
| 3Y | +341.5% | +147.4% | +194.0% | +151.4% |
| 5Y | +245.7% | +131.9% | +113.8% | +102.6% |
| 10Y | +1,502.2% | +630.6% | +871.7% | +366.9% |
| All | +12,377.6% | +3,566.4% | +8,811.2% | +1,119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling