+852.7%
TSEM vs AME
+442.0%
+410.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -1.0% |
| 7D | +20.5% | +8.1% | +12.4% | +14.2% |
| 30D | -29.0% | -3.8% | -25.2% | -26.0% |
| 3M | -39.4% | -6.6% | -32.7% | -35.1% |
| 6M | -28.5% | +4.6% | -33.1% | -28.4% |
| YTD | +34.4% | +17.9% | +16.5% | +25.6% |
| 1Y | +48.3% | +23.2% | +25.1% | +35.0% |
| 3Y | +543.5% | +62.9% | +480.6% | +394.2% |
| 5Y | +331.4% | +77.5% | +253.9% | +208.8% |
| All | +852.7% | +442.0% | +410.6% | +274.2% |
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