+80.5%
TSEM vs GH
+80.5%
0.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.7% | -5.1% | -7.7% |
| 7D | -23.1% | -7.7% | -15.4% | -21.2% |
| 30D | -40.4% | -10.0% | -30.4% | -38.8% |
| 3M | -37.9% | +5.5% | -43.4% | -38.5% |
| 6M | -30.8% | +84.9% | -115.7% | -40.5% |
| YTD | +26.7% | +65.0% | -38.3% | +9.9% |
| 1Y | +80.5% | +71.8% | +8.7% | +56.9% |
| All | +80.5% | +80.5% | 0.0% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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