+1,753.6%
TSM vs ADM
+158.6%
+1,595.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +6.0% | -0.1% | +6.1% | +6.1% |
| 30D | +4.5% | +11.0% | -6.5% | +1.5% |
| 3M | +3.1% | +6.0% | -2.9% | +1.2% |
| 6M | +30.2% | +26.9% | +3.3% | +21.2% |
| YTD | +45.2% | +50.0% | -4.8% | +28.9% |
| 1Y | +79.6% | +39.6% | +40.0% | +62.0% |
| 3Y | +411.0% | +18.5% | +392.5% | +375.0% |
| 5Y | +290.7% | +62.6% | +228.1% | +208.2% |
| 10Y | +1,753.6% | +162.4% | +1,591.2% | +1,048.3% |
| All | +1,753.6% | +158.6% | +1,595.0% | +1,048.3% |
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