-4.6%
GS vs TSEM
-41.3%
+36.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.0% | +5.6% | -4.5% |
| 7D | -6.3% | -30.3% | +24.0% | -1.3% |
| 30D | -3.1% | -49.3% | +46.2% | +6.8% |
| 3M | -17.7% | -38.0% | +20.3% | -12.6% |
| 6M | -4.6% | -41.9% | +37.4% | +1.7% |
| All | -4.6% | -41.3% | +36.8% | +1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling