+652.8%
GS vs TSEM
+1,298.4%
-645.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.8% | -1.9% |
| 7D | +0.9% | +6.9% | -6.0% | -0.8% |
| 30D | -1.6% | +5.3% | -6.9% | -3.6% |
| 3M | -4.5% | -14.9% | +10.4% | -3.2% |
| 6M | +20.9% | +80.0% | -59.2% | -2.3% |
| YTD | +19.9% | +89.4% | -69.5% | -5.4% |
| 1Y | +41.4% | +253.1% | -211.7% | -7.4% |
| 3Y | +239.2% | +642.1% | -403.0% | +73.6% |
| 5Y | +185.0% | +659.1% | -474.1% | +39.1% |
| All | +652.8% | +1,298.4% | -645.6% | +167.4% |
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