+253.1%
TSEM vs GFI
+45.3%
+207.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.4% | +8.3% |
| 7D | +6.9% | +3.1% | +3.8% | +5.9% |
| 30D | +5.3% | +27.1% | -21.8% | -1.6% |
| 3M | -14.9% | +21.2% | -36.1% | -20.2% |
| 6M | +80.0% | -4.5% | +84.5% | +79.0% |
| YTD | +89.4% | +11.7% | +77.6% | +76.0% |
| 1Y | +253.1% | +46.0% | +207.0% | +223.2% |
| All | +253.1% | +45.3% | +207.8% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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