+75.8%
GM vs TSEM
+617.3%
-541.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.8% |
| 7D | -2.4% | -4.9% | +2.4% | -1.8% |
| 30D | -1.1% | -18.7% | +17.6% | +1.3% |
| 3M | +6.1% | -18.1% | +24.2% | +7.3% |
| 6M | +15.0% | +77.1% | -62.1% | +0.4% |
| YTD | +6.0% | +80.1% | -74.2% | -8.8% |
| 1Y | +47.1% | +220.4% | -173.3% | +11.6% |
| 3Y | +170.5% | +650.1% | -479.6% | +61.8% |
| All | +75.8% | +617.3% | -541.5% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling