+1,282.5%
TSEM vs AMCR
+14.6%
+1,267.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +2.1% |
| 7D | -4.9% | -6.3% | +1.4% | -3.1% |
| 30D | -18.7% | -7.8% | -10.9% | -17.0% |
| 3M | -18.1% | +7.5% | -25.7% | -20.7% |
| 6M | +77.1% | +2.7% | +74.4% | +73.5% |
| YTD | +80.1% | +6.0% | +74.1% | +73.1% |
| 1Y | +220.4% | +7.8% | +212.6% | +205.6% |
| 3Y | +650.1% | +5.8% | +644.3% | +606.5% |
| 5Y | +628.9% | -11.6% | +640.5% | +619.3% |
| All | +1,282.5% | +14.6% | +1,267.9% | +1,083.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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