+6,882.0%
AMD vs TSEM
+1,298.4%
+5,583.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.8% | -3.2% | +0.7% |
| 7D | +2.6% | +6.9% | -4.3% | -0.9% |
| 30D | -0.9% | +5.3% | -6.2% | -4.6% |
| 3M | -8.7% | -14.9% | +6.2% | -3.3% |
| 6M | +136.3% | +80.0% | +56.3% | +60.0% |
| YTD | +123.0% | +89.4% | +33.6% | +45.6% |
| 1Y | +195.2% | +253.1% | -57.9% | +36.6% |
| 3Y | +336.3% | +642.1% | -305.8% | +27.7% |
| 5Y | +334.5% | +659.1% | -324.6% | +21.3% |
| All | +6,882.0% | +1,298.4% | +5,583.7% | +787.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling