+39.4%
GM vs TSEM
+79.9%
-40.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -8.7% | +13.4% | +4.9% |
| 7D | +12.1% | -23.1% | +35.2% | +13.2% |
| 30D | +15.2% | -40.4% | +55.6% | +17.6% |
| 3M | +4.9% | -37.9% | +42.8% | +6.7% |
| 6M | +22.6% | -30.8% | +53.4% | +23.9% |
| YTD | +14.4% | +26.7% | -12.3% | +11.4% |
| 1Y | +39.4% | +80.5% | -41.1% | +31.0% |
| All | +39.4% | +79.9% | -40.5% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling