+769.2%
TSEM vs AMC
-98.7%
+868.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.8% |
| 7D | -17.5% | +2.6% | -20.1% | -17.6% |
| 30D | -44.7% | +9.0% | -53.7% | -44.8% |
| 3M | -38.9% | +22.2% | -61.1% | -39.2% |
| 6M | -36.7% | +91.5% | -128.1% | -38.0% |
| YTD | +17.0% | +101.3% | -84.3% | +14.2% |
| 1Y | +62.8% | +20.8% | +42.1% | +60.9% |
| 3Y | +471.3% | -71.3% | +542.6% | +474.1% |
| 5Y | +290.3% | -99.2% | +389.5% | +306.7% |
| All | +769.2% | -98.7% | +868.0% | +816.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling