+212.2%
GLD vs TSEM
+879.4%
-667.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.9% | -9.0% | +1.5% |
| 7D | +4.9% | -2.0% | +6.9% | +4.9% |
| 30D | -1.3% | -33.4% | +32.1% | 0.0% |
| 3M | -4.8% | -39.7% | +34.9% | -3.3% |
| 6M | -12.5% | -27.8% | +15.3% | -12.1% |
| YTD | -4.2% | +29.7% | -33.9% | -5.6% |
| 1Y | +3.0% | +81.1% | -78.1% | +0.6% |
| 3Y | +109.1% | +529.3% | -420.2% | +98.0% |
| 5Y | +121.6% | +315.0% | -193.4% | +111.5% |
| 10Y | +212.2% | +865.7% | -653.5% | +193.6% |
| All | +212.2% | +879.4% | -667.1% | +193.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling