+80.5%
TSEM vs AMC
+38.0%
+42.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +7.3% | -16.1% | -9.1% |
| 7D | -23.1% | +17.7% | -40.8% | -23.8% |
| 30D | -40.4% | +26.2% | -66.5% | -41.0% |
| 3M | -37.9% | +31.3% | -69.2% | -38.9% |
| 6M | -30.8% | +142.8% | -173.6% | -35.3% |
| YTD | +26.7% | +125.6% | -98.9% | +21.2% |
| 1Y | +80.5% | +40.2% | +40.2% | +121.4% |
| All | +80.5% | +38.0% | +42.4% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling