-33.8%
GIS vs TSEM
+297.9%
-331.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.9% | +9.3% | +1.8% |
| 7D | -3.4% | +7.0% | -10.3% | -2.7% |
| 30D | +6.9% | -29.8% | +36.7% | +4.7% |
| 3M | -10.1% | -41.9% | +31.8% | -12.7% |
| 6M | +5.9% | -45.8% | +51.6% | +3.3% |
| YTD | -21.1% | +25.1% | -46.2% | -19.7% |
| 1Y | -22.5% | +48.2% | -70.7% | -20.6% |
| 3Y | -39.0% | +476.5% | -515.5% | -36.0% |
| All | -33.8% | +297.9% | -331.7% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling