+589.3%
TSEM vs GH
+446.7%
+142.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -4.9% | -6.6% |
| 7D | +7.0% | +0.6% | +6.4% | +6.9% |
| 30D | -29.8% | -6.9% | -22.8% | -28.6% |
| 3M | -41.9% | -4.9% | -37.0% | -41.3% |
| 6M | -45.8% | +54.1% | -99.8% | -49.6% |
| YTD | +25.1% | +48.5% | -23.4% | +16.4% |
| 1Y | +48.2% | +61.2% | -12.9% | +35.9% |
| 3Y | +476.5% | +570.3% | -93.9% | +303.5% |
| 5Y | +301.4% | +46.1% | +255.3% | +232.2% |
| All | +589.3% | +446.7% | +142.6% | +292.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling