+135.0%
GOOG vs TSEM
+610.6%
-475.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.2% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | -3.6% | -16.6% | +13.0% | -1.1% |
| 3M | -6.4% | -10.9% | +4.5% | -6.9% |
| 6M | +7.8% | +78.0% | -70.2% | -8.5% |
| YTD | +5.5% | +77.2% | -71.7% | -11.3% |
| 1Y | +38.3% | +207.6% | -169.3% | +2.0% |
| 3Y | +143.1% | +637.8% | -494.7% | +44.6% |
| 5Y | +135.0% | +617.0% | -482.0% | +42.8% |
| All | +135.0% | +610.6% | -475.6% | +42.8% |
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 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