+236.4%
TSM vs ADM
+24.5%
+211.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.4% |
| 7D | -7.6% | -9.0% | +1.5% | -6.6% |
| 30D | -20.5% | -14.0% | -6.5% | -19.2% |
| 3M | -10.0% | -9.2% | -0.8% | -9.2% |
| 6M | -10.1% | -9.2% | -0.9% | -9.4% |
| YTD | +24.5% | +24.2% | +0.3% | +20.1% |
| 1Y | +31.2% | +27.0% | +4.2% | +26.0% |
| 3Y | +322.0% | +6.6% | +315.4% | +313.5% |
| All | +236.4% | +24.5% | +211.9% | +210.5% |
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