+50.5%
TSEM vs AMC
+43.0%
+7.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.8% | -3.2% |
| 7D | -9.5% | +5.5% | -15.0% | -9.7% |
| 30D | -35.5% | +16.1% | -51.6% | -35.9% |
| 3M | -41.6% | +43.0% | -84.5% | -42.6% |
| 6M | -30.1% | +130.7% | -160.7% | -33.9% |
| YTD | +25.7% | +121.8% | -96.1% | +20.5% |
| 1Y | +50.5% | +40.7% | +9.8% | +84.0% |
| All | +50.5% | +43.0% | +7.5% | +84.0% |
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