+1,282.5%
TSEM vs AME
+445.1%
+837.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | -0.6% |
| 7D | -4.9% | +1.7% | -6.6% | -6.0% |
| 30D | -18.7% | -6.4% | -12.3% | -14.8% |
| 3M | -18.1% | +7.1% | -25.2% | -20.8% |
| 6M | +77.1% | +8.2% | +68.9% | +71.0% |
| YTD | +80.1% | +18.2% | +62.0% | +65.2% |
| 1Y | +220.4% | +26.7% | +193.6% | +181.4% |
| 3Y | +650.1% | +60.7% | +589.4% | +470.8% |
| 5Y | +628.9% | +91.6% | +537.3% | +390.0% |
| All | +1,282.5% | +445.1% | +837.4% | +458.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling