+644.7%
TSEM vs GH
+24.4%
+620.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | +4.7% | -0.2% | +4.9% | +4.7% |
| 30D | -14.2% | -2.6% | -11.6% | -13.9% |
| 3M | -5.0% | +25.1% | -30.1% | -8.3% |
| 6M | +87.6% | +78.5% | +9.1% | +71.7% |
| YTD | +84.4% | +59.4% | +25.1% | +70.9% |
| 1Y | +235.4% | +173.9% | +61.5% | +186.5% |
| 3Y | +668.0% | +382.7% | +285.2% | +486.7% |
| 5Y | +644.7% | +24.4% | +620.3% | +550.2% |
| All | +644.7% | +24.4% | +620.3% | +550.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling