+641.7%
AMZN vs TSEM
+805.6%
-163.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.7% | +1.2% |
| 7D | +2.8% | +7.0% | -4.1% | +1.0% |
| 30D | +5.0% | -29.8% | +34.7% | +12.2% |
| 3M | +0.6% | -41.9% | +42.5% | +11.1% |
| 6M | -1.3% | -45.8% | +44.5% | +7.3% |
| YTD | +15.5% | +25.1% | -9.6% | -3.1% |
| 1Y | +12.2% | +48.2% | -36.0% | -10.7% |
| 3Y | +87.0% | +476.5% | -389.5% | -5.3% |
| 5Y | +51.3% | +301.4% | -250.2% | -16.5% |
| All | +641.7% | +805.6% | -163.9% | +168.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling