+3,914.6%
TSM vs AMBA
+837.3%
+3,077.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +3.0% |
| 7D | +2.7% | -11.0% | +13.7% | +5.5% |
| 30D | +3.6% | -23.2% | +26.8% | +10.1% |
| 3M | -3.4% | -12.7% | +9.3% | -1.9% |
| 6M | +20.6% | +11.2% | +9.4% | +14.4% |
| YTD | +41.9% | -11.2% | +53.1% | +40.9% |
| 1Y | +84.4% | -22.5% | +106.9% | +87.0% |
| 3Y | +380.2% | -1.3% | +381.5% | +344.2% |
| 5Y | +275.3% | -54.2% | +329.5% | +278.2% |
| 10Y | +1,751.4% | -6.1% | +1,757.5% | +1,434.4% |
| All | +3,914.6% | +837.3% | +3,077.3% | +2,344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling