+1,643.1%
TSM vs AMBA
-0.9%
+1,644.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.2% |
| 7D | +6.2% | +2.7% | +3.5% | +5.4% |
| 30D | -7.3% | -2.2% | -5.1% | -6.5% |
| 3M | -7.1% | -26.6% | +19.5% | +1.3% |
| 6M | +0.2% | -26.8% | +27.0% | +5.7% |
| YTD | +32.2% | -15.1% | +47.4% | +31.8% |
| 1Y | +42.8% | -32.3% | +75.0% | +50.7% |
| 3Y | +330.4% | +19.8% | +310.6% | +263.7% |
| 5Y | +263.9% | -69.2% | +333.2% | +303.6% |
| All | +1,643.1% | -0.9% | +1,644.0% | +1,122.2% |
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