+637.8%
TSEM vs AMCR
+8.2%
+629.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | +0.9% | -5.0% | +5.9% | +1.6% |
| 30D | -16.6% | -8.0% | -8.7% | -15.7% |
| 3M | -10.9% | +14.3% | -25.2% | -13.9% |
| 6M | +78.0% | +5.3% | +72.7% | +73.9% |
| YTD | +77.2% | +7.7% | +69.5% | +70.8% |
| 1Y | +207.6% | +10.8% | +196.7% | +193.9% |
| All | +637.8% | +8.2% | +629.7% | +580.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling