+1,641.8%
TSM vs AMBA
+7.9%
+1,633.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.7% | +3.2% |
| 7D | +4.4% | +2.6% | +1.9% | +3.8% |
| 30D | -7.0% | -3.6% | -3.4% | -5.8% |
| 3M | -1.8% | -24.6% | +22.8% | +6.2% |
| 6M | +2.7% | -21.6% | +24.3% | +6.1% |
| YTD | +37.1% | -11.8% | +48.9% | +35.1% |
| 1Y | +43.5% | -33.2% | +76.7% | +51.9% |
| 3Y | +341.5% | +24.5% | +317.0% | +268.8% |
| 5Y | +278.9% | -67.7% | +346.5% | +314.0% |
| 10Y | +1,641.8% | +4.7% | +1,637.0% | +1,103.4% |
| All | +1,641.8% | +7.9% | +1,633.9% | +1,103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling