+644.7%
TSEM vs GAP
+6.6%
+638.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.7% |
| 7D | +4.7% | -3.2% | +7.9% | +5.3% |
| 30D | -14.2% | -0.7% | -13.5% | -14.4% |
| 3M | -5.0% | -0.5% | -4.6% | -5.5% |
| 6M | +87.6% | -5.0% | +92.6% | +88.0% |
| YTD | +84.4% | -14.7% | +99.1% | +87.7% |
| 1Y | +235.4% | -8.6% | +244.0% | +236.7% |
| 3Y | +668.0% | +108.4% | +559.6% | +578.3% |
| 5Y | +644.7% | +5.8% | +639.0% | +595.5% |
| All | +644.7% | +6.6% | +638.1% | +595.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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