+13,634.3%
TSM vs ADI
+3,265.3%
+10,369.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +1.9% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | +3.6% | -3.8% | +7.4% | +5.9% |
| 3M | -3.4% | -15.3% | +11.9% | +6.6% |
| 6M | +20.6% | +6.7% | +13.9% | +15.3% |
| YTD | +41.9% | +34.8% | +7.1% | +18.1% |
| 1Y | +84.4% | +49.0% | +35.3% | +44.4% |
| 3Y | +380.2% | +108.1% | +272.1% | +202.4% |
| 5Y | +275.3% | +142.4% | +132.9% | +114.4% |
| 10Y | +1,751.4% | +589.9% | +1,161.5% | +458.1% |
| All | +13,634.3% | +3,265.3% | +10,369.0% | +1,311.6% |
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