+441.7%
TSEM vs AMIX
-100.0%
+541.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -20.0% | +27.6% | +7.7% |
| 7D | +6.8% | -8.1% | +14.8% | +6.8% |
| 30D | -26.6% | -52.3% | +25.6% | -26.4% |
| 3M | -36.3% | -83.8% | +47.4% | -35.9% |
| 6M | -30.6% | -79.0% | +48.4% | -30.3% |
| YTD | +35.3% | -87.2% | +122.5% | +36.0% |
| 1Y | +59.2% | -91.7% | +150.9% | +60.4% |
| All | +441.7% | -100.0% | +541.6% | +395.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling