+3,565.6%
AMD vs TSEM
-31.2%
+3,596.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.8% | +6.2% | +9.8% |
| 7D | -11.0% | -17.5% | +6.5% | -6.2% |
| 30D | -30.5% | -44.7% | +14.2% | -18.8% |
| 3M | -8.2% | -38.9% | +30.7% | +4.0% |
| 6M | +6.6% | -36.7% | +43.2% | +18.4% |
| YTD | +109.7% | +17.0% | +92.7% | +97.9% |
| 1Y | +88.9% | +62.8% | +26.1% | +64.0% |
| 3Y | +301.8% | +471.3% | -169.5% | +155.8% |
| 5Y | +229.4% | +290.3% | -60.9% | +127.9% |
| 10Y | +6,745.1% | +790.1% | +5,955.0% | +3,827.5% |
| All | +3,565.6% | -31.2% | +3,596.9% | +1,970.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling