+1,704.0%
GS vs TSEM
+36.9%
+1,667.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -1.1% |
| 7D | -3.2% | -17.5% | +14.3% | -0.4% |
| 30D | -2.4% | -44.7% | +42.3% | +6.7% |
| 3M | -15.7% | -38.9% | +23.1% | -10.0% |
| 6M | -6.8% | -36.7% | +29.9% | -2.8% |
| YTD | -0.1% | +17.0% | -17.0% | -6.9% |
| 1Y | +12.1% | +62.8% | -50.7% | -1.3% |
| 3Y | +185.8% | +471.3% | -285.5% | +102.4% |
| 5Y | +140.1% | +290.3% | -150.2% | +77.4% |
| 10Y | +505.2% | +790.1% | -284.8% | +283.1% |
| All | +1,704.0% | +36.9% | +1,667.1% | +979.5% |
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 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