+224.7%
TSM vs AMBA
-72.1%
+296.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.4% | -1.3% | -7.8% |
| 7D | -18.2% | -14.6% | -3.7% | -13.9% |
| 30D | -26.8% | -18.8% | -8.0% | -21.8% |
| 3M | -14.5% | -32.6% | +18.1% | -3.7% |
| 6M | -10.0% | -25.8% | +15.8% | -5.5% |
| YTD | +17.1% | -22.1% | +39.2% | +19.4% |
| 1Y | +21.5% | -36.2% | +57.7% | +30.5% |
| 3Y | +300.4% | +10.0% | +290.4% | +238.8% |
| 5Y | +224.7% | -71.6% | +296.3% | +250.2% |
| All | +224.7% | -72.1% | +296.8% | +250.2% |
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 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