+199.0%
GS vs TSEM
+506.4%
-307.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.1% |
| 7D | +1.6% | -9.5% | +11.1% | +3.4% |
| 30D | +1.7% | -35.5% | +37.1% | +10.4% |
| 3M | -11.6% | -41.6% | +30.0% | -2.7% |
| 6M | -1.9% | -30.1% | +28.2% | +0.3% |
| YTD | +5.1% | +25.7% | -20.6% | -9.7% |
| 1Y | +16.4% | +50.5% | -34.0% | -5.2% |
| 3Y | +199.0% | +501.7% | -302.8% | +54.5% |
| All | +199.0% | +506.4% | -307.5% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling