+11,954.4%
TSM vs ADM
+588.0%
+11,366.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.6% |
| 7D | -7.6% | -9.0% | +1.5% | -4.9% |
| 30D | -20.5% | -14.0% | -6.5% | -16.8% |
| 3M | -10.0% | -9.2% | -0.8% | -7.7% |
| 6M | -10.1% | -9.2% | -0.9% | -8.1% |
| YTD | +24.5% | +24.2% | +0.3% | +14.3% |
| 1Y | +31.2% | +27.0% | +4.2% | +19.2% |
| 3Y | +322.0% | +6.6% | +315.4% | +290.7% |
| 5Y | +245.3% | +25.0% | +220.3% | +195.7% |
| 10Y | +1,465.8% | +100.2% | +1,365.6% | +1,003.4% |
| All | +11,954.4% | +588.0% | +11,366.4% | +6,767.7% |
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 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