+273.1%
TSM vs ADM
+62.5%
+210.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +2.7% | +3.8% | -1.0% | +2.3% |
| 30D | +3.6% | +9.8% | -6.2% | +2.4% |
| 3M | -3.4% | +2.1% | -5.5% | -3.7% |
| 6M | +20.6% | +27.5% | -6.9% | +16.7% |
| YTD | +41.9% | +50.2% | -8.3% | +34.3% |
| 1Y | +84.4% | +40.6% | +43.8% | +75.8% |
| 3Y | +380.2% | +17.2% | +363.0% | +372.8% |
| All | +273.1% | +62.5% | +210.6% | +242.4% |
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