+1,710.5%
GS vs TSEM
+30.6%
+1,680.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.0% | +5.6% | -4.4% |
| 7D | -6.3% | -30.3% | +24.0% | -1.0% |
| 30D | -3.1% | -49.3% | +46.2% | +7.4% |
| 3M | -17.7% | -38.0% | +20.3% | -12.3% |
| 6M | -4.6% | -41.9% | +37.4% | +0.9% |
| YTD | +0.3% | +11.6% | -11.3% | -5.8% |
| 1Y | +11.7% | +50.5% | -38.7% | -0.4% |
| 3Y | +183.6% | +445.3% | -261.8% | +102.4% |
| 5Y | +141.0% | +272.2% | -131.3% | +79.4% |
| 10Y | +507.4% | +748.9% | -241.5% | +287.5% |
| All | +1,710.5% | +30.6% | +1,680.0% | +992.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling