+13,447.0%
GOOG vs TSEM
+333.6%
+13,113.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.2% |
| 7D | +1.1% | +10.4% | -9.4% | -0.2% |
| 30D | -5.1% | -12.9% | +7.9% | -3.6% |
| 3M | -7.1% | -9.2% | +2.1% | -7.4% |
| 6M | +12.7% | +98.8% | -86.1% | +0.3% |
| YTD | +7.1% | +87.2% | -80.1% | -4.4% |
| 1Y | +43.6% | +239.0% | -195.4% | +18.2% |
| 3Y | +146.8% | +679.5% | -532.7% | +80.2% |
| 5Y | +133.7% | +667.3% | -533.6% | +69.4% |
| 10Y | +773.3% | +1,301.0% | -527.7% | +483.7% |
| All | +13,447.0% | +333.6% | +13,113.4% | +7,448.6% |
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 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