+331.4%
TSEM vs AME
+79.2%
+252.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -1.1% |
| 7D | +20.5% | +8.1% | +12.4% | +13.1% |
| 30D | -29.0% | -3.8% | -25.2% | -25.6% |
| 3M | -39.4% | -6.6% | -32.7% | -34.7% |
| 6M | -28.5% | +4.6% | -33.1% | -28.4% |
| YTD | +34.4% | +17.9% | +16.5% | +25.9% |
| 1Y | +48.3% | +23.2% | +25.1% | +35.6% |
| 3Y | +543.5% | +62.9% | +480.6% | +413.7% |
| 5Y | +331.4% | +77.5% | +253.9% | +247.7% |
| All | +331.4% | +79.2% | +252.2% | +247.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling