+105.9%
GILD vs TSEM
+645.3%
-539.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.8% |
| 7D | -4.8% | -4.9% | 0.0% | -4.8% |
| 30D | +5.8% | -18.7% | +24.5% | +5.8% |
| 3M | +14.9% | -18.1% | +33.1% | +15.0% |
| 6M | -0.4% | +77.1% | -77.4% | -2.1% |
| YTD | +18.5% | +80.1% | -61.6% | +16.5% |
| 1Y | +25.1% | +220.4% | -195.3% | +23.4% |
| 3Y | +105.9% | +650.1% | -544.2% | +102.4% |
| All | +105.9% | +645.3% | -539.4% | +102.4% |
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