+286.5%
TSEM vs GLXY
-32.0%
+318.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +13.2% | -5.5% | +3.1% |
| 7D | +6.8% | +14.3% | -7.5% | +2.3% |
| 30D | -26.6% | -19.6% | -7.0% | -21.7% |
| 3M | -36.3% | -20.7% | -15.7% | -32.4% |
| 6M | -30.6% | -49.6% | +19.0% | -18.0% |
| YTD | +35.3% | -28.6% | +63.9% | +43.4% |
| 1Y | +59.2% | -48.0% | +107.3% | +80.2% |
| All | +286.5% | -32.0% | +318.5% | +301.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling