+80.5%
TSEM vs GD
+9.0%
+71.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.6% | -6.2% | -8.9% |
| 7D | -23.1% | +3.0% | -26.1% | -22.8% |
| 30D | -40.4% | +10.5% | -50.9% | -40.1% |
| 3M | -37.9% | -5.0% | -32.9% | -37.1% |
| 6M | -30.8% | +5.5% | -36.3% | -30.2% |
| YTD | +26.7% | +10.3% | +16.4% | +22.1% |
| 1Y | +80.5% | +8.2% | +72.3% | +80.4% |
| All | +80.5% | +9.0% | +71.5% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling