+84.4%
TSM vs AMBA
-20.7%
+105.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +3.1% |
| 7D | +2.7% | -11.0% | +13.7% | +6.1% |
| 30D | +3.6% | -23.2% | +26.8% | +11.5% |
| 3M | -3.4% | -12.7% | +9.3% | -2.0% |
| 6M | +20.6% | +11.2% | +9.4% | +9.6% |
| YTD | +41.9% | -11.2% | +53.1% | +36.0% |
| 1Y | +84.4% | -22.5% | +106.9% | +77.5% |
| All | +84.4% | -20.7% | +105.0% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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