+239.0%
TSEM vs AMDL
+505.2%
-266.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.7% | -12.8% | -4.1% |
| 7D | +10.4% | +19.9% | -9.5% | +5.1% |
| 30D | -12.9% | +6.3% | -19.2% | -14.6% |
| 3M | -9.2% | -9.9% | +0.7% | -8.4% |
| 6M | +98.8% | +394.3% | -295.5% | +35.0% |
| YTD | +87.2% | +257.3% | -170.1% | +33.0% |
| 1Y | +239.0% | +508.5% | -269.6% | +138.5% |
| All | +239.0% | +505.2% | -266.3% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AMDL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling