+865.7%
TSEM vs AMBA
+12.8%
+852.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.3% | +5.6% | +9.1% |
| 7D | -2.0% | 0.0% | -1.9% | -1.6% |
| 30D | -33.4% | -8.6% | -24.8% | -30.9% |
| 3M | -39.7% | -29.0% | -10.7% | -32.2% |
| 6M | -27.8% | -19.2% | -8.6% | -23.4% |
| YTD | +29.7% | -13.0% | +42.7% | +33.2% |
| 1Y | +81.1% | -31.3% | +112.4% | +98.3% |
| 3Y | +529.3% | +28.1% | +501.1% | +445.2% |
| 5Y | +315.0% | -69.4% | +384.4% | +390.5% |
| 10Y | +865.7% | +7.6% | +858.1% | +538.0% |
| All | +865.7% | +12.8% | +852.9% | +538.0% |
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