+273.1%
TSM vs AMBA
-54.5%
+327.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +3.1% |
| 7D | +2.7% | -11.0% | +13.7% | +6.4% |
| 30D | +3.6% | -23.2% | +26.8% | +12.2% |
| 3M | -3.4% | -12.7% | +9.3% | -1.8% |
| 6M | +20.6% | +11.2% | +9.4% | +11.4% |
| YTD | +41.9% | -11.2% | +53.1% | +39.4% |
| 1Y | +84.4% | -22.5% | +106.9% | +86.0% |
| 3Y | +380.2% | -1.3% | +381.5% | +320.9% |
| All | +273.1% | -54.5% | +327.6% | +257.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling