+20.0%
GE vs TSEM
+259.4%
-239.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.8% | -6.8% | +0.5% |
| 7D | -1.6% | +6.9% | -8.5% | -2.1% |
| 30D | -11.6% | +5.3% | -16.9% | -12.1% |
| 3M | +3.0% | -14.9% | +17.9% | +3.0% |
| 6M | -0.5% | +80.0% | -80.6% | -11.0% |
| YTD | +9.7% | +89.4% | -79.6% | -3.2% |
| 1Y | +20.0% | +253.1% | -233.0% | -4.3% |
| All | +20.0% | +259.4% | -239.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling