+786.5%
TSEM vs AMC
-98.8%
+885.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.3% | -6.9% |
| 7D | +7.0% | +3.5% | +3.5% | +6.9% |
| 30D | -29.8% | +12.5% | -42.2% | -30.0% |
| 3M | -41.9% | +23.6% | -65.5% | -42.3% |
| 6M | -45.8% | +144.4% | -190.1% | -47.2% |
| YTD | +25.1% | +108.3% | -83.2% | +22.1% |
| 1Y | +48.2% | +38.9% | +9.4% | +46.0% |
| 3Y | +476.5% | -58.9% | +535.4% | +475.5% |
| 5Y | +301.4% | -99.2% | +400.6% | +317.8% |
| All | +786.5% | -98.8% | +885.3% | +855.9% |
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