+627.7%
GEV vs TSEM
+556.3%
+71.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.5% |
| 7D | +3.2% | +4.7% | -1.6% | +1.2% |
| 30D | -4.0% | -14.2% | +10.2% | +1.5% |
| 3M | +3.4% | -5.0% | +8.5% | +2.0% |
| 6M | +14.7% | +87.6% | -72.9% | -21.6% |
| YTD | +45.8% | +84.4% | -38.7% | -1.4% |
| 1Y | +57.4% | +235.4% | -178.0% | -24.5% |
| All | +627.7% | +556.3% | +71.4% | +137.9% |
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