+3,213.9%
TSM vs AMBA
+722.2%
+2,491.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.4% | -1.3% | -8.5% |
| 7D | -18.2% | -14.6% | -3.7% | -15.0% |
| 30D | -26.8% | -18.8% | -8.0% | -23.0% |
| 3M | -14.5% | -32.6% | +18.1% | -6.5% |
| 6M | -10.0% | -25.8% | +15.8% | -6.2% |
| YTD | +17.1% | -22.1% | +39.2% | +19.7% |
| 1Y | +21.5% | -36.2% | +57.7% | +29.0% |
| 3Y | +300.4% | +10.0% | +290.4% | +263.1% |
| 5Y | +224.7% | -71.6% | +296.3% | +258.8% |
| 10Y | +1,372.7% | -4.7% | +1,377.4% | +1,141.3% |
| All | +3,213.9% | +722.2% | +2,491.7% | +1,976.7% |
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