+1,502.2%
TSM vs ADM
+100.2%
+1,402.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | -2.5% | -7.8% | +5.3% | -0.6% |
| 30D | -14.3% | -12.6% | -1.7% | -11.5% |
| 3M | -7.2% | -8.2% | +1.0% | -5.7% |
| 6M | -5.1% | -8.9% | +3.8% | -3.6% |
| YTD | +28.9% | +24.0% | +4.9% | +19.7% |
| 1Y | +37.1% | +26.2% | +10.9% | +26.4% |
| 3Y | +341.5% | +7.0% | +334.5% | +315.9% |
| 5Y | +245.7% | +24.9% | +220.8% | +195.0% |
| 10Y | +1,502.2% | +102.6% | +1,399.6% | +933.1% |
| All | +1,502.2% | +100.2% | +1,402.0% | +933.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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