+13,634.3%
TSM vs ADM
+731.9%
+12,902.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +2.7% | +3.8% | -1.0% | +1.5% |
| 30D | +3.6% | +9.8% | -6.2% | +0.4% |
| 3M | -3.4% | +2.1% | -5.5% | -4.4% |
| 6M | +20.6% | +27.5% | -6.9% | +10.5% |
| YTD | +41.9% | +50.2% | -8.3% | +23.1% |
| 1Y | +84.4% | +40.6% | +43.8% | +62.6% |
| 3Y | +380.2% | +17.2% | +363.0% | +333.6% |
| 5Y | +275.3% | +61.9% | +213.4% | +195.9% |
| 10Y | +1,751.4% | +159.3% | +1,592.1% | +1,102.7% |
| All | +13,634.3% | +731.9% | +12,902.4% | +7,294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling