+199.0%
AMD vs TSEM
+273.4%
-74.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.8% | +6.2% | +8.7% |
| 7D | -11.0% | -17.5% | +6.5% | -2.1% |
| 30D | -30.5% | -44.7% | +14.2% | -8.2% |
| 3M | -8.2% | -38.9% | +30.7% | +14.2% |
| 6M | +6.6% | -36.7% | +43.2% | +26.4% |
| YTD | +109.7% | +17.0% | +92.7% | +79.0% |
| 1Y | +88.9% | +62.8% | +26.1% | +35.7% |
| 3Y | +301.8% | +471.3% | -169.5% | +52.2% |
| All | +199.0% | +273.4% | -74.4% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling