+128.5%
GLD vs TSEM
+672.8%
-544.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.7% | -1.2% |
| 7D | -0.5% | +6.9% | -7.4% | -0.8% |
| 30D | +4.4% | +5.3% | -0.9% | +4.1% |
| 3M | -1.1% | -14.9% | +13.8% | -0.9% |
| 6M | -13.8% | +80.0% | -93.8% | -16.5% |
| YTD | +2.6% | +89.4% | -86.7% | -0.8% |
| 1Y | +24.5% | +253.1% | -228.6% | +17.7% |
| All | +128.5% | +672.8% | -544.3% | +113.7% |
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