+519.5%
TSEM vs AMC
-58.0%
+577.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | +20.5% | +8.4% | +12.1% | +19.9% |
| 30D | -29.0% | +9.2% | -38.1% | -29.3% |
| 3M | -39.4% | +32.0% | -71.4% | -40.5% |
| 6M | -28.5% | +149.3% | -177.8% | -33.7% |
| YTD | +34.4% | +114.1% | -79.7% | +25.3% |
| 1Y | +48.3% | +35.8% | +12.6% | +43.0% |
| All | +519.5% | -58.0% | +577.5% | +562.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling