+132.5%
GOOGL vs TSEM
+654.3%
-521.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | -1.9% | +4.7% | -6.6% | -2.6% |
| 30D | -7.5% | -14.2% | +6.8% | -5.5% |
| 3M | -9.2% | -5.0% | -4.1% | -10.6% |
| 6M | +8.1% | +87.6% | -79.5% | -9.1% |
| YTD | +5.8% | +84.4% | -78.6% | -11.5% |
| 1Y | +38.3% | +235.4% | -197.1% | +0.4% |
| 3Y | +144.8% | +668.0% | -523.2% | +45.1% |
| 5Y | +132.5% | +644.7% | -512.2% | +41.0% |
| All | +132.5% | +654.3% | -521.8% | +41.0% |
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