+368.3%
TSEM vs AMIX
-100.0%
+468.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | -17.5% | -16.0% | -1.5% | -17.4% |
| 30D | -44.7% | -55.4% | +10.7% | -44.5% |
| 3M | -38.9% | -87.5% | +48.6% | -38.4% |
| 6M | -36.7% | -81.2% | +44.5% | -36.4% |
| YTD | +17.0% | -86.8% | +103.8% | +17.6% |
| 1Y | +62.8% | -91.6% | +154.4% | +64.0% |
| All | +368.3% | -100.0% | +468.2% | +328.6% |
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