+434.7%
TSEM vs GLXY
+15.1%
+419.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.9% | -1.9% |
| 7D | +10.4% | +15.5% | -5.0% | +5.6% |
| 30D | -12.9% | +34.1% | -47.0% | -20.6% |
| 3M | -9.2% | -11.3% | +2.2% | -8.2% |
| 6M | +98.8% | +31.6% | +67.2% | +81.8% |
| YTD | +87.2% | +21.0% | +66.2% | +70.4% |
| 1Y | +239.0% | +11.7% | +227.3% | +214.1% |
| All | +434.7% | +15.1% | +419.6% | +376.7% |
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