+95.5%
AMD vs TSEM
+79.9%
+15.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.7% | +9.8% | +4.8% |
| 7D | -15.5% | -23.1% | +7.6% | -5.3% |
| 30D | -22.6% | -40.4% | +17.7% | -3.8% |
| 3M | -5.7% | -37.9% | +32.1% | +13.7% |
| 6M | +43.1% | -30.8% | +73.9% | +63.0% |
| YTD | +128.2% | +26.7% | +101.5% | +92.4% |
| 1Y | +95.5% | +80.5% | +15.0% | +32.1% |
| All | +95.5% | +79.9% | +15.6% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling