+331.1%
AMD vs TSEM
+629.0%
-297.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.8% | -3.2% | +1.1% |
| 7D | +2.6% | +6.9% | -4.3% | -0.6% |
| 30D | -0.9% | +5.3% | -6.2% | -4.2% |
| 3M | -8.7% | -14.9% | +6.2% | -3.7% |
| 6M | +136.3% | +80.0% | +56.3% | +64.9% |
| YTD | +123.0% | +89.4% | +33.6% | +50.4% |
| 1Y | +195.2% | +253.1% | -57.9% | +42.4% |
| All | +331.1% | +629.0% | -297.9% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling