+1,404.0%
TSEM vs AMCR
+97.2%
+1,306.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | -0.9% |
| 7D | +4.7% | -6.3% | +11.0% | +6.2% |
| 30D | -14.2% | -7.1% | -7.1% | -13.0% |
| 3M | -5.0% | +12.7% | -17.7% | -8.2% |
| 6M | +87.6% | +5.2% | +82.4% | +83.8% |
| YTD | +84.4% | +8.1% | +76.4% | +78.4% |
| 1Y | +235.4% | +11.7% | +223.7% | +221.5% |
| 3Y | +668.0% | +9.9% | +658.1% | +630.8% |
| 5Y | +644.7% | -8.7% | +653.4% | +634.1% |
| 10Y | +1,326.7% | +16.8% | +1,309.9% | +1,185.7% |
| All | +1,404.0% | +97.2% | +1,306.7% | +1,077.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling