+1,282.5%
TSEM vs AMP
+589.3%
+693.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.3% |
| 7D | -4.9% | -0.5% | -4.3% | -4.6% |
| 30D | -18.7% | -1.3% | -17.4% | -18.3% |
| 3M | -18.1% | +24.2% | -42.3% | -26.1% |
| 6M | +77.1% | +24.6% | +52.5% | +59.2% |
| YTD | +80.1% | +14.8% | +65.3% | +66.9% |
| 1Y | +220.4% | +12.8% | +207.6% | +199.2% |
| 3Y | +650.1% | +69.0% | +581.1% | +492.9% |
| 5Y | +628.9% | +124.9% | +504.0% | +395.4% |
| All | +1,282.5% | +589.3% | +693.2% | +531.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling