+80.5%
TSEM vs AMP
+18.6%
+61.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.5% | -13.2% | -8.8% |
| 7D | -23.1% | +7.7% | -30.8% | -23.3% |
| 30D | -40.4% | +6.6% | -46.9% | -40.5% |
| 3M | -37.9% | -4.7% | -33.2% | -37.4% |
| 6M | -30.8% | +12.9% | -43.7% | -32.8% |
| YTD | +26.7% | +8.6% | +18.1% | +21.2% |
| 1Y | +80.5% | +18.2% | +62.2% | +55.1% |
| All | +80.5% | +18.6% | +61.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling