+253.1%
TSEM vs GLXY
+8.0%
+245.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.6% | +8.5% | +8.0% |
| 7D | +6.9% | +13.4% | -6.6% | +2.4% |
| 30D | +5.3% | +38.1% | -32.8% | -5.4% |
| 3M | -14.9% | -7.3% | -7.6% | -15.0% |
| 6M | +80.0% | +8.2% | +71.9% | +71.2% |
| YTD | +89.4% | +17.8% | +71.6% | +72.4% |
| 1Y | +253.1% | +14.9% | +238.2% | +259.1% |
| All | +253.1% | +8.0% | +245.0% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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