+438.8%
GS vs TSEM
+805.6%
-366.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.3% | +2.0% |
| 7D | +5.9% | +7.0% | -1.1% | +3.9% |
| 30D | +4.3% | -29.8% | +34.1% | +12.3% |
| 3M | -11.7% | -41.9% | +30.3% | -1.3% |
| 6M | -3.2% | -45.8% | +42.6% | +7.1% |
| YTD | +5.8% | +25.1% | -19.3% | -9.3% |
| 1Y | +16.0% | +48.2% | -32.2% | -5.4% |
| 3Y | +199.8% | +476.5% | -276.7% | +60.1% |
| 5Y | +155.5% | +301.4% | -145.9% | +46.4% |
| All | +438.8% | +805.6% | -366.8% | +120.7% |
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