+11,954.4%
TSM vs ADI
+3,277.5%
+8,676.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +5.9% |
| 7D | -7.6% | -12.8% | +5.3% | +0.3% |
| 30D | -20.5% | -11.3% | -9.1% | -14.6% |
| 3M | -10.0% | -3.4% | -6.6% | -8.2% |
| 6M | -10.1% | -12.0% | +2.0% | -3.6% |
| YTD | +24.5% | +35.3% | -10.7% | +3.5% |
| 1Y | +31.2% | +58.1% | -26.9% | -0.6% |
| 3Y | +322.0% | +127.4% | +194.6% | +152.8% |
| 5Y | +245.3% | +114.6% | +130.7% | +112.0% |
| 10Y | +1,465.8% | +589.3% | +876.5% | +372.9% |
| All | +11,954.4% | +3,277.5% | +8,676.9% | +1,137.4% |
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 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