+220.1%
TSEM vs AME
+27.4%
+192.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.7% |
| 7D | +4.7% | +1.3% | +3.4% | +3.1% |
| 30D | -14.2% | -6.6% | -7.7% | -6.0% |
| 3M | -5.0% | +3.0% | -8.0% | -6.2% |
| 6M | +87.6% | +5.3% | +82.3% | +80.4% |
| YTD | +84.4% | +15.4% | +69.0% | +69.5% |
| All | +220.1% | +27.4% | +192.7% | +182.9% |
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 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