+7.0%
AMT vs TSEM
+672.8%
-665.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -8.9% | -0.6% |
| 7D | -0.2% | +6.9% | -7.1% | +0.2% |
| 30D | +4.6% | +5.3% | -0.7% | +5.2% |
| 3M | -8.4% | -14.9% | +6.5% | -8.5% |
| 6M | -6.0% | +80.0% | -86.1% | -2.2% |
| YTD | +2.1% | +89.4% | -87.2% | +6.7% |
| 1Y | -6.4% | +253.1% | -259.5% | +1.4% |
| All | +7.0% | +672.8% | -665.8% | +16.4% |
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