+679.5%
TSEM vs AME
+55.3%
+624.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | +10.4% | +2.8% | +7.6% | +7.6% |
| 30D | -12.9% | -6.3% | -6.7% | -7.0% |
| 3M | -9.2% | +5.4% | -14.6% | -12.0% |
| 6M | +98.8% | +7.4% | +91.3% | +90.4% |
| YTD | +87.2% | +16.2% | +71.0% | +69.9% |
| 1Y | +239.0% | +26.8% | +212.2% | +188.1% |
| 3Y | +679.5% | +57.5% | +622.0% | +491.1% |
| All | +679.5% | +55.3% | +624.2% | +491.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling