+668.0%
TSEM vs GH
+378.9%
+289.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | +4.7% | -0.2% | +4.9% | +4.8% |
| 30D | -14.2% | -2.6% | -11.6% | -13.8% |
| 3M | -5.0% | +25.1% | -30.1% | -9.4% |
| 6M | +87.6% | +78.5% | +9.1% | +66.3% |
| YTD | +84.4% | +59.4% | +25.1% | +66.3% |
| 1Y | +235.4% | +173.9% | +61.5% | +169.6% |
| All | +668.0% | +378.9% | +289.1% | +428.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling