+238.7%
GM vs TSEM
+870.5%
-631.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | +0.4% | +10.4% | -10.0% | -1.6% |
| 30D | -1.8% | -12.9% | +11.1% | +0.4% |
| 3M | +2.6% | -9.2% | +11.8% | +1.9% |
| 6M | +14.6% | +98.8% | -84.2% | -5.9% |
| YTD | +6.2% | +87.2% | -81.0% | -12.7% |
| 1Y | +48.7% | +239.0% | -190.3% | +6.0% |
| 3Y | +168.3% | +679.5% | -511.2% | +52.7% |
| 5Y | +82.8% | +667.3% | -584.5% | +2.4% |
| 10Y | +226.2% | +1,301.0% | -1,074.8% | +56.9% |
| All | +238.7% | +870.5% | -631.8% | +61.8% |
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 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