+593.7%
TSEM vs GFS
-3.7%
+597.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.5% | +6.3% | +7.2% |
| 7D | +6.9% | +1.0% | +5.9% | +6.5% |
| 30D | +5.3% | -8.6% | +13.9% | +9.6% |
| 3M | -14.9% | -46.5% | +31.6% | +9.8% |
| 6M | +80.0% | -4.8% | +84.9% | +93.1% |
| YTD | +89.4% | +29.7% | +59.7% | +84.7% |
| 1Y | +253.1% | +35.8% | +217.2% | +239.6% |
| 3Y | +642.1% | -18.3% | +660.5% | +682.8% |
| All | +593.7% | -3.7% | +597.4% | +577.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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