+154.7%
GS vs TSEM
+333.8%
-179.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +5.1% | +20.5% | -15.4% | +1.2% |
| 30D | +2.4% | -29.0% | +31.4% | +8.6% |
| 3M | -11.5% | -39.4% | +27.9% | -3.9% |
| 6M | -2.5% | -28.5% | +26.0% | -0.4% |
| YTD | +5.5% | +34.4% | -29.0% | -8.0% |
| 1Y | +11.0% | +48.3% | -37.3% | -5.5% |
| 3Y | +200.1% | +543.5% | -343.5% | +81.8% |
| 5Y | +154.7% | +331.4% | -176.7% | +67.9% |
| All | +154.7% | +333.8% | -179.1% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling