+458.9%
GS vs TSEM
+920.4%
-461.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.6% | -5.8% | 0.0% |
| 7D | -0.1% | +6.8% | -6.9% | -1.9% |
| 30D | +3.7% | -26.6% | +30.3% | +10.5% |
| 3M | -10.0% | -36.3% | +26.4% | -1.6% |
| 6M | -1.0% | -30.6% | +29.6% | +2.3% |
| YTD | +7.0% | +35.3% | -28.3% | -9.9% |
| 1Y | +16.6% | +59.2% | -42.6% | -6.5% |
| 3Y | +204.4% | +547.7% | -343.2% | +57.8% |
| 5Y | +160.0% | +337.5% | -177.5% | +45.8% |
| 10Y | +458.9% | +887.4% | -428.5% | +119.8% |
| All | +458.9% | +920.4% | -461.5% | +119.8% |
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