+273.7%
GE vs TSEM
+506.4%
-232.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.1% |
| 7D | +5.4% | -9.5% | +14.9% | +6.5% |
| 30D | +9.6% | -35.5% | +45.1% | +15.5% |
| 3M | -7.7% | -41.6% | +33.8% | -1.9% |
| 6M | +14.0% | -30.1% | +44.1% | +14.2% |
| YTD | +10.2% | +25.7% | -15.5% | -3.1% |
| 1Y | +8.9% | +50.5% | -41.6% | -8.4% |
| 3Y | +273.7% | +501.7% | -228.1% | +134.4% |
| All | +273.7% | +506.4% | -232.8% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling