+892.6%
TSEM vs GH
+467.1%
+425.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -4.9% | -2.5% | -2.4% | -4.5% |
| 30D | -18.7% | -4.7% | -14.1% | -18.1% |
| 3M | -18.1% | +20.2% | -38.4% | -20.8% |
| 6M | +77.1% | +78.8% | -1.7% | +60.2% |
| YTD | +80.1% | +54.1% | +26.1% | +66.2% |
| 1Y | +220.4% | +177.1% | +43.3% | +166.9% |
| 3Y | +650.1% | +371.6% | +278.4% | +449.6% |
| 5Y | +628.9% | +21.9% | +607.0% | +521.2% |
| All | +892.6% | +467.1% | +425.5% | +461.2% |
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