+39.7%
GOOG vs TSEM
+212.9%
-173.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.1% | +1.4% |
| 7D | 0.0% | -4.9% | +4.9% | +0.5% |
| 30D | -2.0% | -18.7% | +16.8% | -0.2% |
| 3M | -5.9% | -18.1% | +12.3% | -5.1% |
| 6M | +8.9% | +77.1% | -68.2% | -2.0% |
| YTD | +7.1% | +80.1% | -73.0% | -4.6% |
| 1Y | +39.7% | +220.4% | -180.7% | +11.8% |
| All | +39.7% | +212.9% | -173.3% | +11.8% |
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 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