-35.4%
GIS vs TSEM
+663.1%
-698.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.7% |
| 7D | -8.6% | +4.7% | -13.3% | -8.2% |
| 30D | -0.5% | -14.2% | +13.8% | -1.5% |
| 3M | +11.9% | -5.0% | +16.9% | +12.4% |
| 6M | -11.6% | +87.6% | -99.2% | -6.9% |
| YTD | -16.3% | +84.4% | -100.8% | -11.9% |
| 1Y | -21.8% | +235.4% | -257.2% | -15.3% |
| All | -35.4% | +663.1% | -698.5% | -32.1% |
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 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