-26.5%
TSEM vs GAP
+719.4%
-745.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.1% | -6.8% |
| 7D | +7.0% | -1.9% | +8.9% | +7.3% |
| 30D | -29.8% | -7.1% | -22.7% | -29.0% |
| 3M | -41.9% | +4.1% | -46.0% | -42.5% |
| 6M | -45.8% | +1.9% | -47.7% | -46.3% |
| YTD | +25.1% | -15.2% | +40.3% | +27.0% |
| 1Y | +48.2% | -10.6% | +58.9% | +49.1% |
| 3Y | +476.5% | +74.6% | +401.9% | +402.5% |
| 5Y | +301.4% | +3.7% | +297.8% | +263.3% |
| 10Y | +812.9% | +2.4% | +810.5% | +648.8% |
| All | -26.5% | +719.4% | -745.8% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling