+457.2%
GS vs TSEM
+839.5%
-382.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.2% |
| 7D | +1.6% | -9.5% | +11.1% | +3.7% |
| 30D | +1.7% | -35.5% | +37.1% | +11.8% |
| 3M | -11.6% | -41.6% | +30.0% | -1.3% |
| 6M | -1.9% | -30.1% | +28.2% | +0.9% |
| YTD | +5.1% | +25.7% | -20.6% | -9.9% |
| 1Y | +16.4% | +50.5% | -34.0% | -5.4% |
| 3Y | +199.0% | +501.7% | -302.8% | +57.8% |
| 5Y | +157.4% | +310.9% | -153.5% | +46.5% |
| 10Y | +457.2% | +849.8% | -392.6% | +124.5% |
| All | +457.2% | +839.5% | -382.3% | +124.5% |
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