+265.7%
TSM vs ADM
+26.4%
+239.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.0% |
| 7D | +6.2% | +4.2% | +2.0% | +5.7% |
| 30D | -7.3% | -12.8% | +5.6% | -5.9% |
| 3M | -7.1% | -8.5% | +1.3% | -6.4% |
| 6M | +0.2% | -10.9% | +11.1% | +1.3% |
| YTD | +32.2% | +29.4% | +2.8% | +26.9% |
| 1Y | +42.8% | +27.5% | +15.3% | +37.2% |
| 3Y | +330.4% | +10.3% | +320.1% | +320.5% |
| All | +265.7% | +26.4% | +239.3% | +236.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling