+322.0%
TSM vs AMBA
+16.7%
+305.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.1% | +0.2% | +4.3% |
| 7D | -7.6% | -7.2% | -0.3% | -5.1% |
| 30D | -20.5% | -10.4% | -10.1% | -17.5% |
| 3M | -10.0% | -30.1% | +20.1% | +0.5% |
| 6M | -10.1% | -22.4% | +12.4% | -7.1% |
| YTD | +24.5% | -17.3% | +41.9% | +23.7% |
| 1Y | +31.2% | -35.4% | +66.6% | +40.2% |
| 3Y | +322.0% | +18.6% | +303.4% | +240.2% |
| All | +322.0% | +16.7% | +305.3% | +240.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling