+235.4%
TSEM vs GLXY
-1.8%
+237.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | +0.7% |
| 7D | +4.7% | +4.5% | +0.2% | +2.9% |
| 30D | -14.2% | +28.8% | -43.1% | -21.6% |
| 3M | -5.0% | -23.0% | +18.0% | -0.2% |
| 6M | +87.6% | +17.0% | +70.6% | +75.8% |
| YTD | +84.4% | +12.5% | +72.0% | +69.6% |
| 1Y | +235.4% | -5.4% | +240.8% | +236.7% |
| All | +235.4% | -1.8% | +237.2% | +236.7% |
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