+253.1%
TSEM vs AME
+29.8%
+223.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.5% | +6.3% | +5.9% |
| 7D | +6.9% | +0.6% | +6.3% | +6.2% |
| 30D | +5.3% | -6.7% | +12.0% | +15.5% |
| 3M | -14.9% | +4.1% | -19.0% | -17.1% |
| 6M | +80.0% | +1.6% | +78.5% | +77.9% |
| YTD | +89.4% | +16.1% | +73.2% | +72.5% |
| 1Y | +253.1% | +27.3% | +225.8% | +208.1% |
| All | +253.1% | +29.8% | +223.3% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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