+471.3%
TSEM vs GD
+54.3%
+417.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.5% | +5.0% |
| 7D | -17.5% | -5.0% | -12.5% | -16.6% |
| 30D | -44.7% | +8.9% | -53.6% | -45.6% |
| 3M | -38.9% | -8.0% | -30.8% | -37.5% |
| 6M | -36.7% | +2.9% | -39.6% | -37.4% |
| YTD | +17.0% | +7.1% | +9.9% | +13.5% |
| 1Y | +62.8% | +5.9% | +56.9% | +58.8% |
| 3Y | +471.3% | +53.9% | +417.4% | +408.4% |
| All | +471.3% | +54.3% | +417.0% | +408.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling