+220.4%
TSEM vs AMP
+14.8%
+205.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.6% |
| 7D | -4.9% | -0.5% | -4.3% | -4.8% |
| 30D | -18.7% | -1.3% | -17.4% | -18.6% |
| 3M | -18.1% | +24.2% | -42.3% | -22.6% |
| 6M | +77.1% | +24.6% | +52.5% | +66.4% |
| YTD | +80.1% | +14.8% | +65.3% | +72.8% |
| 1Y | +220.4% | +12.8% | +207.6% | +197.5% |
| All | +220.4% | +14.8% | +205.6% | +197.5% |
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