+1,311.4%
AMT vs TSEM
+36.3%
+1,275.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -8.9% | -1.9% |
| 7D | -0.2% | +6.9% | -7.1% | -1.0% |
| 30D | +4.6% | +5.3% | -0.7% | +3.7% |
| 3M | -8.4% | -14.9% | +6.5% | -8.4% |
| 6M | -6.0% | +80.0% | -86.1% | -15.3% |
| YTD | +2.1% | +89.4% | -87.2% | -9.0% |
| 1Y | -6.4% | +253.1% | -259.5% | -23.3% |
| 3Y | +8.1% | +642.1% | -634.1% | -21.7% |
| 5Y | -31.9% | +659.1% | -691.0% | -51.6% |
| 10Y | +97.1% | +1,291.4% | -1,194.3% | +23.8% |
| All | +1,311.4% | +36.3% | +1,275.1% | +692.1% |
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