+50.5%
TSEM vs GLXY
-56.6%
+107.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.0% |
| 7D | -9.5% | -16.2% | +6.7% | -3.1% |
| 30D | -35.5% | -30.6% | -4.9% | -26.3% |
| 3M | -41.6% | -27.7% | -13.8% | -35.1% |
| 6M | -30.1% | -53.3% | +23.3% | -12.1% |
| YTD | +25.7% | -36.9% | +62.6% | +37.4% |
| 1Y | +50.5% | -55.6% | +106.1% | +90.4% |
| All | +50.5% | -56.6% | +107.0% | +90.4% |
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