+476.5%
TSEM vs AME
+64.2%
+412.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.4% | -7.4% |
| 7D | +7.0% | +5.9% | +1.1% | +0.6% |
| 30D | -29.8% | -1.9% | -27.9% | -27.1% |
| 3M | -41.9% | -5.4% | -36.6% | -37.1% |
| 6M | -45.8% | +4.9% | -50.7% | -46.1% |
| YTD | +25.1% | +18.5% | +6.6% | +13.6% |
| 1Y | +48.2% | +25.5% | +22.8% | +28.9% |
| 3Y | +476.5% | +63.0% | +413.5% | +320.0% |
| All | +476.5% | +64.2% | +412.3% | +320.0% |
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