+486.7%
GS vs TSEM
+779.3%
-292.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -1.5% |
| 7D | -3.2% | -17.5% | +14.3% | +1.0% |
| 30D | -2.4% | -44.7% | +42.3% | +11.4% |
| 3M | -15.7% | -38.9% | +23.1% | -7.2% |
| 6M | -6.8% | -36.7% | +29.9% | -1.6% |
| YTD | -0.1% | +17.0% | -17.0% | -12.7% |
| 1Y | +12.1% | +62.8% | -50.7% | -11.3% |
| 3Y | +185.8% | +471.3% | -285.5% | +53.0% |
| 5Y | +140.1% | +290.3% | -150.2% | +38.3% |
| All | +486.7% | +779.3% | -292.6% | +157.4% |
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