-34.4%
TSEM vs GD
+6,463.0%
-6,497.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -2.3% | -9.6% | -11.1% |
| 7D | -30.3% | -3.9% | -26.4% | -29.1% |
| 30D | -49.3% | +8.1% | -57.4% | -50.9% |
| 3M | -38.0% | -6.8% | -31.2% | -36.4% |
| 6M | -41.9% | +3.0% | -44.9% | -43.3% |
| YTD | +11.6% | +7.8% | +3.8% | +6.9% |
| 1Y | +50.5% | +5.8% | +44.7% | +45.3% |
| 3Y | +445.3% | +55.3% | +390.0% | +350.2% |
| 5Y | +272.2% | +96.7% | +175.6% | +174.8% |
| 10Y | +748.9% | +195.4% | +553.5% | +429.5% |
| All | -34.4% | +6,463.0% | -6,497.4% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling