+13,507.3%
GOOGL vs TSEM
+338.5%
+13,168.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -9.0% | -2.1% |
| 7D | -2.3% | +6.9% | -9.2% | -3.1% |
| 30D | -6.6% | +5.3% | -11.9% | -7.5% |
| 3M | -8.9% | -14.9% | +6.0% | -8.6% |
| 6M | +11.9% | +80.0% | -68.2% | +0.8% |
| YTD | +8.3% | +89.4% | -81.0% | -3.5% |
| 1Y | +46.2% | +253.1% | -206.9% | +19.7% |
| 3Y | +151.9% | +642.1% | -490.3% | +85.0% |
| 5Y | +137.7% | +659.1% | -521.4% | +72.5% |
| 10Y | +757.6% | +1,291.4% | -533.8% | +473.6% |
| All | +13,507.3% | +338.5% | +13,168.8% | +7,475.0% |
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 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