+59.2%
TSEM vs AMDL
+168.6%
-109.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +14.3% | -6.7% | +3.0% |
| 7D | +6.8% | +18.5% | -11.7% | -1.9% |
| 30D | -26.6% | -24.2% | -2.4% | -22.9% |
| 3M | -36.3% | +11.5% | -47.8% | -40.9% |
| 6M | -30.6% | -1.0% | -29.6% | -34.5% |
| YTD | +35.3% | +260.3% | -225.0% | -17.4% |
| 1Y | +59.2% | +178.2% | -118.9% | +5.2% |
| All | +59.2% | +168.6% | -109.3% | +5.2% |
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