+403.2%
TSEM vs AMIX
-99.9%
+503.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.8% | -11.9% | -3.1% |
| 7D | -9.5% | +11.4% | -20.9% | -9.5% |
| 30D | -35.5% | -40.5% | +5.1% | -35.3% |
| 3M | -41.6% | -80.1% | +38.5% | -41.2% |
| 6M | -30.1% | -74.8% | +44.8% | -29.8% |
| YTD | +25.7% | -84.0% | +109.7% | +26.3% |
| 1Y | +50.5% | -89.7% | +140.2% | +51.4% |
| All | +403.2% | -99.9% | +503.2% | +360.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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