+584.8%
TSEM vs AMDL
+95.0%
+489.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +9.2% | -1.3% | +5.6% |
| 7D | +6.9% | +4.5% | +2.4% | +5.8% |
| 30D | +5.3% | -4.4% | +9.7% | +6.3% |
| 3M | -14.9% | -30.5% | +15.6% | -9.4% |
| 6M | +80.0% | +300.9% | -220.9% | +25.8% |
| YTD | +89.4% | +219.9% | -130.6% | +35.1% |
| 1Y | +253.1% | +374.7% | -121.6% | +123.6% |
| All | +584.8% | +95.0% | +489.7% | +302.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling