+310.9%
TSEM vs GD
+100.7%
+210.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.4% |
| 7D | -9.5% | -1.9% | -7.6% | -9.1% |
| 30D | -35.5% | +10.9% | -46.4% | -36.7% |
| 3M | -41.6% | -6.8% | -34.8% | -40.6% |
| 6M | -30.1% | +7.0% | -37.1% | -31.4% |
| YTD | +25.7% | +11.1% | +14.6% | +21.8% |
| 1Y | +50.5% | +7.0% | +43.4% | +47.3% |
| 3Y | +501.7% | +59.9% | +441.8% | +439.2% |
| 5Y | +310.9% | +102.5% | +208.4% | +212.6% |
| All | +310.9% | +100.7% | +210.2% | +212.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling