+65,275.9%
GILD vs TSEM
+5.9%
+65,270.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.9% |
| 7D | -4.8% | -4.9% | 0.0% | -4.4% |
| 30D | +5.8% | -18.7% | +24.5% | +7.7% |
| 3M | +14.9% | -18.1% | +33.1% | +15.7% |
| 6M | -0.4% | +77.1% | -77.4% | -8.3% |
| YTD | +18.5% | +80.1% | -61.6% | +8.4% |
| 1Y | +25.1% | +220.4% | -195.3% | +7.4% |
| 3Y | +105.9% | +650.1% | -544.2% | +58.4% |
| 5Y | +143.0% | +628.9% | -485.9% | +84.8% |
| 10Y | +162.4% | +1,293.4% | -1,131.0% | +80.4% |
| All | +65,275.9% | +5.9% | +65,270.0% | +41,735.8% |
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