-13.6%
GLD vs TSEM
-41.0%
+27.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.6% | -1.0% |
| 7D | +4.7% | -17.5% | +22.2% | +5.6% |
| 30D | -0.9% | -44.7% | +43.8% | +2.0% |
| 3M | -4.4% | -38.9% | +34.5% | -2.2% |
| 6M | -13.6% | -36.7% | +23.1% | -11.8% |
| All | -13.6% | -41.0% | +27.4% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling