+185.8%
GS vs TSEM
+468.0%
-282.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -1.4% |
| 7D | -3.2% | -17.5% | +14.3% | +0.4% |
| 30D | -2.4% | -44.7% | +42.3% | +9.5% |
| 3M | -15.7% | -38.9% | +23.1% | -8.3% |
| 6M | -6.8% | -36.7% | +29.9% | -2.5% |
| YTD | -0.1% | +17.0% | -17.0% | -12.8% |
| 1Y | +12.1% | +62.8% | -50.7% | -11.5% |
| 3Y | +185.8% | +471.3% | -285.5% | +46.1% |
| All | +185.8% | +468.0% | -282.2% | +46.1% |
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