+780.7%
GOOG vs TSEM
+1,313.0%
-532.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.1% | +1.2% |
| 7D | 0.0% | -4.9% | +4.9% | +1.1% |
| 30D | -2.0% | -18.7% | +16.8% | +2.2% |
| 3M | -5.9% | -18.1% | +12.3% | -4.4% |
| 6M | +8.9% | +77.1% | -68.2% | -11.8% |
| YTD | +7.1% | +80.1% | -73.0% | -14.7% |
| 1Y | +39.7% | +220.4% | -180.7% | -6.2% |
| 3Y | +145.8% | +650.1% | -504.2% | +24.6% |
| 5Y | +138.6% | +628.9% | -490.3% | +18.0% |
| All | +780.7% | +1,313.0% | -532.3% | +223.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling