-17.4%
GIS vs TSEM
+79.9%
-97.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.7% | +13.9% | +4.0% |
| 7D | +8.5% | -23.1% | +31.6% | +5.2% |
| 30D | +15.3% | -40.4% | +55.7% | +9.4% |
| 3M | +0.9% | -37.9% | +38.8% | -3.3% |
| 6M | +7.9% | -30.8% | +38.8% | +5.5% |
| YTD | -17.6% | +26.7% | -44.3% | -14.1% |
| 1Y | -17.4% | +80.5% | -97.8% | -10.9% |
| All | -17.4% | +79.9% | -97.3% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling