+273.0%
TSEM vs AMBA
-70.4%
+343.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.1% | -1.3% | +2.8% |
| 7D | -17.5% | -7.2% | -10.3% | -15.2% |
| 30D | -44.7% | -10.4% | -34.3% | -42.4% |
| 3M | -38.9% | -30.1% | -8.8% | -31.2% |
| 6M | -36.7% | -22.4% | -14.2% | -31.9% |
| YTD | +17.0% | -17.3% | +34.3% | +22.1% |
| 1Y | +62.8% | -35.4% | +98.2% | +80.4% |
| 3Y | +471.3% | +18.6% | +452.7% | +425.1% |
| All | +273.0% | -70.4% | +343.4% | +336.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling