+11.3%
TSEM vs GD
+6,487.1%
-6,475.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.8% | +9.6% | +8.5% |
| 7D | +6.9% | -5.3% | +12.1% | +9.0% |
| 30D | +5.3% | -6.4% | +11.7% | +8.0% |
| 3M | -14.9% | +5.7% | -20.6% | -17.3% |
| 6M | +80.0% | -0.9% | +81.0% | +78.9% |
| YTD | +89.4% | +8.2% | +81.2% | +81.6% |
| 1Y | +253.1% | +13.4% | +239.7% | +232.6% |
| 3Y | +642.1% | +68.5% | +573.6% | +491.9% |
| 5Y | +659.1% | +97.2% | +561.9% | +460.6% |
| 10Y | +1,291.4% | +190.2% | +1,101.2% | +775.1% |
| All | +11.3% | +6,487.1% | -6,475.8% | -63.9% |
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