+1,676.6%
GE vs TSEM
-21.0%
+1,697.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -3.4% |
| 7D | +5.1% | +20.5% | -15.4% | +2.9% |
| 30D | +7.6% | -29.0% | +36.5% | +11.2% |
| 3M | -9.3% | -39.4% | +30.1% | -4.9% |
| 6M | +11.5% | -28.5% | +40.1% | +12.7% |
| YTD | +7.9% | +34.4% | -26.6% | +0.6% |
| 1Y | +7.6% | +48.3% | -40.7% | -0.9% |
| 3Y | +265.9% | +543.5% | -277.7% | +181.8% |
| 5Y | +405.9% | +331.4% | +74.5% | +303.0% |
| 10Y | +149.6% | +881.1% | -731.5% | +79.1% |
| All | +1,676.6% | -21.0% | +1,697.5% | +1,040.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling