+440.8%
TSEM vs GLXY
+12.0%
+428.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.6% | +8.5% | +8.0% |
| 7D | +6.9% | +13.4% | -6.6% | +2.7% |
| 30D | +5.3% | +38.1% | -32.8% | -4.7% |
| 3M | -14.9% | -7.3% | -7.6% | -14.9% |
| 6M | +80.0% | +8.2% | +71.9% | +72.0% |
| YTD | +89.4% | +17.8% | +71.6% | +73.7% |
| 1Y | +253.1% | +14.9% | +238.2% | +226.1% |
| All | +440.8% | +12.0% | +428.8% | +386.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling