+865.7%
TSEM vs AMC
-98.6%
+964.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.3% | +2.6% | +10.7% |
| 7D | -2.0% | +6.6% | -8.5% | -2.1% |
| 30D | -33.4% | +14.1% | -47.5% | -33.6% |
| 3M | -39.7% | +31.3% | -71.0% | -40.1% |
| 6M | -27.8% | +126.7% | -154.5% | -29.6% |
| YTD | +29.7% | +117.9% | -88.3% | +26.4% |
| 1Y | +81.1% | +41.1% | +40.1% | +78.4% |
| 3Y | +529.3% | -61.0% | +590.3% | +528.6% |
| 5Y | +315.0% | -99.1% | +414.1% | +331.5% |
| 10Y | +865.7% | -98.7% | +964.4% | +945.7% |
| All | +865.7% | -98.6% | +964.3% | +945.7% |
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