+1,707.4%
GE vs TSEM
+11.3%
+1,696.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.8% | -6.8% | +0.2% |
| 7D | -1.6% | +6.9% | -8.5% | -2.4% |
| 30D | -11.6% | +5.3% | -16.9% | -12.3% |
| 3M | +3.0% | -14.9% | +17.9% | +3.5% |
| 6M | -0.5% | +80.0% | -80.6% | -9.2% |
| YTD | +9.7% | +89.4% | -79.6% | -0.7% |
| 1Y | +20.0% | +253.1% | -233.1% | +0.8% |
| 3Y | +275.8% | +642.1% | -366.3% | +186.8% |
| 5Y | +429.1% | +659.1% | -230.0% | +298.7% |
| 10Y | +151.2% | +1,291.4% | -1,140.2% | +74.6% |
| All | +1,707.4% | +11.3% | +1,696.1% | +1,025.1% |
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