+278.7%
AMD vs TSEM
+335.9%
-57.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.6% | -0.3% | +3.6% |
| 7D | +13.1% | +6.8% | +6.4% | +10.6% |
| 30D | -7.0% | -26.6% | +19.7% | +7.9% |
| 3M | +16.6% | -36.3% | +52.9% | +42.8% |
| 6M | +20.5% | -30.6% | +51.1% | +37.1% |
| YTD | +158.2% | +35.3% | +122.9% | +106.1% |
| 1Y | +132.8% | +59.2% | +73.6% | +70.9% |
| 3Y | +366.2% | +547.7% | -181.4% | +67.5% |
| 5Y | +278.7% | +337.5% | -58.9% | +75.7% |
| All | +278.7% | +335.9% | -57.2% | +75.7% |
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