+852.7%
TSEM vs AMBA
+0.6%
+852.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | +20.5% | +10.7% | +9.8% | +16.7% |
| 30D | -29.0% | -5.0% | -23.9% | -27.2% |
| 3M | -39.4% | -26.9% | -12.5% | -32.4% |
| 6M | -28.5% | -21.9% | -6.6% | -23.3% |
| YTD | +34.4% | -13.8% | +48.2% | +38.6% |
| 1Y | +48.3% | -36.1% | +84.4% | +65.8% |
| 3Y | +543.5% | +21.6% | +521.9% | +466.6% |
| 5Y | +331.4% | -68.8% | +400.2% | +407.0% |
| All | +852.7% | +0.6% | +852.0% | +539.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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