+281.8%
GE vs TSEM
+668.6%
-386.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.5% |
| 7D | +1.2% | +10.4% | -9.3% | -0.3% |
| 30D | -9.5% | -12.9% | +3.4% | -7.9% |
| 3M | +4.1% | -9.2% | +13.3% | +3.5% |
| 6M | +3.9% | +98.8% | -94.8% | -13.4% |
| YTD | +9.0% | +87.2% | -78.2% | -8.7% |
| 1Y | +21.9% | +239.0% | -217.0% | -12.0% |
| 3Y | +281.8% | +679.5% | -397.7% | +116.2% |
| All | +281.8% | +668.6% | -386.8% | +116.2% |
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