+816.6%
GLD vs TSEM
+507.5%
+309.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.7% | -1.0% |
| 7D | -0.5% | +6.9% | -7.4% | -0.6% |
| 30D | +4.4% | +5.3% | -0.9% | +4.3% |
| 3M | -1.1% | -14.9% | +13.8% | -1.0% |
| 6M | -13.8% | +80.0% | -93.8% | -14.9% |
| YTD | +2.6% | +89.4% | -86.7% | +1.3% |
| 1Y | +24.5% | +253.1% | -228.6% | +21.7% |
| 3Y | +125.8% | +642.1% | -516.3% | +118.0% |
| 5Y | +137.8% | +659.1% | -521.3% | +129.2% |
| 10Y | +221.4% | +1,291.4% | -1,070.0% | +206.2% |
| All | +816.6% | +507.5% | +309.1% | +764.9% |
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