+80.5%
TSEM vs AME
+21.1%
+59.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.6% | -4.1% | -0.9% |
| 7D | -23.1% | -4.4% | -18.7% | -16.4% |
| 30D | -40.4% | -5.9% | -34.5% | -33.1% |
| 3M | -37.9% | -6.5% | -31.3% | -29.2% |
| 6M | -30.8% | +3.2% | -34.0% | -31.0% |
| YTD | +26.7% | +16.0% | +10.7% | +9.4% |
| 1Y | +80.5% | +20.4% | +60.0% | +48.7% |
| All | +80.5% | +21.1% | +59.4% | +48.7% |
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