+1,163.3%
TSEM vs AMP
+2,108.3%
-945.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +10.4% | +2.6% | +7.8% | +9.3% |
| 30D | -12.9% | +0.8% | -13.8% | -13.3% |
| 3M | -9.2% | +24.3% | -33.4% | -17.1% |
| 6M | +98.8% | +20.6% | +78.2% | +83.2% |
| YTD | +87.2% | +14.6% | +72.6% | +75.1% |
| 1Y | +239.0% | +14.5% | +224.4% | +217.1% |
| 3Y | +679.5% | +67.9% | +611.6% | +533.1% |
| 5Y | +667.3% | +122.5% | +544.8% | +445.1% |
| 10Y | +1,301.0% | +573.3% | +727.7% | +516.6% |
| All | +1,163.3% | +2,108.3% | -945.0% | +296.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling