+48.3%
TSEM vs AMDL
+175.5%
-127.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.9% | -12.5% | -4.5% |
| 7D | +20.5% | +103.5% | -83.0% | -5.7% |
| 30D | -29.0% | -18.3% | -10.6% | -27.5% |
| 3M | -39.4% | +20.1% | -59.4% | -45.3% |
| 6M | -28.5% | +15.9% | -44.4% | -35.7% |
| YTD | +34.4% | +303.0% | -268.6% | -20.6% |
| 1Y | +48.3% | +164.0% | -115.6% | +1.9% |
| All | +48.3% | +175.5% | -127.1% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling