+1,444.4%
AMT vs TSEM
-9.5%
+1,453.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.1% |
| 7D | +1.6% | -9.5% | +11.1% | +2.5% |
| 30D | +4.5% | -35.5% | +39.9% | +8.8% |
| 3M | +13.8% | -41.6% | +55.3% | +19.2% |
| 6M | +10.0% | -30.1% | +40.1% | +10.4% |
| YTD | +11.8% | +25.7% | -13.9% | +3.1% |
| 1Y | +10.2% | +50.5% | -40.2% | -0.8% |
| 3Y | +15.1% | +501.7% | -486.6% | -15.7% |
| 5Y | -18.8% | +310.9% | -329.7% | -38.5% |
| 10Y | +133.7% | +849.8% | -716.1% | +51.4% |
| All | +1,444.4% | -9.5% | +1,453.9% | +797.6% |
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 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