+101.1%
GOOGL vs TSEM
+297.9%
-196.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +6.0% | +0.1% |
| 7D | +3.9% | +7.0% | -3.1% | +2.7% |
| 30D | -14.9% | -29.8% | +14.9% | -10.8% |
| 3M | -14.6% | -41.9% | +27.4% | -8.4% |
| 6M | -26.4% | -45.8% | +19.3% | -22.0% |
| YTD | -5.3% | +25.1% | -30.4% | -17.1% |
| 1Y | +6.5% | +48.2% | -41.8% | -10.6% |
| 3Y | +126.0% | +476.5% | -350.4% | +37.2% |
| All | +101.1% | +297.9% | -196.7% | +36.4% |
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