+617.0%
TSEM vs AMP
+118.7%
+498.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.1% |
| 7D | +0.9% | -2.0% | +3.0% | +1.8% |
| 30D | -16.6% | -1.7% | -15.0% | -16.1% |
| 3M | -10.9% | +23.2% | -34.1% | -19.6% |
| 6M | +78.0% | +22.2% | +55.9% | +60.8% |
| YTD | +77.2% | +14.0% | +63.2% | +64.3% |
| 1Y | +207.6% | +14.0% | +193.6% | +184.8% |
| 3Y | +637.8% | +67.0% | +570.8% | +495.2% |
| 5Y | +617.0% | +123.2% | +493.8% | +409.5% |
| All | +617.0% | +118.7% | +498.3% | +409.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling