+740.7%
GOOGL vs TSEM
+1,289.9%
-549.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.5% |
| 7D | -2.8% | +0.9% | -3.7% | -3.1% |
| 30D | -3.2% | -16.6% | +13.4% | +0.3% |
| 3M | -6.6% | -10.9% | +4.3% | -7.3% |
| 6M | +8.5% | +78.0% | -69.6% | -12.5% |
| YTD | +6.5% | +77.2% | -70.7% | -15.1% |
| 1Y | +39.4% | +207.6% | -168.1% | -5.6% |
| 3Y | +146.2% | +637.8% | -491.6% | +24.7% |
| 5Y | +138.3% | +617.0% | -478.6% | +17.6% |
| All | +740.7% | +1,289.9% | -549.3% | +208.7% |
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