+794.4%
GIS vs TSEM
+11.3%
+783.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.8% | -10.3% | -2.5% |
| 7D | -7.8% | +6.9% | -14.7% | -7.9% |
| 30D | +6.6% | +5.3% | +1.3% | +6.5% |
| 3M | +21.0% | -14.9% | +35.9% | +21.0% |
| 6M | -9.1% | +80.0% | -89.1% | -10.2% |
| YTD | -13.6% | +89.4% | -103.0% | -14.8% |
| 1Y | -18.0% | +253.1% | -271.1% | -20.0% |
| 3Y | -33.7% | +642.1% | -675.8% | -36.3% |
| 5Y | -19.4% | +659.1% | -678.5% | -22.9% |
| 10Y | -21.3% | +1,291.4% | -1,312.6% | -25.9% |
| All | +794.4% | +11.3% | +783.1% | +683.9% |
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 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