+270.4%
TSEM vs GLXY
-38.3%
+308.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.2% | +4.7% | +8.8% |
| 7D | -2.0% | -0.5% | -1.4% | -1.8% |
| 30D | -33.4% | -28.6% | -4.8% | -26.0% |
| 3M | -39.7% | -28.1% | -11.6% | -33.8% |
| 6M | -27.8% | -52.0% | +24.2% | -12.7% |
| YTD | +29.7% | -35.1% | +64.8% | +42.1% |
| 1Y | +81.1% | -54.0% | +135.2% | +112.9% |
| All | +270.4% | -38.3% | +308.7% | +297.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling