+80.5%
TSEM vs GME
+15.0%
+65.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.6% | -12.3% | -8.3% |
| 7D | -23.1% | +7.8% | -30.9% | -22.4% |
| 30D | -40.4% | -0.4% | -40.0% | -40.0% |
| 3M | -37.9% | +30.9% | -68.7% | -36.7% |
| 6M | -30.8% | +5.5% | -36.3% | -29.2% |
| YTD | +26.7% | +25.2% | +1.5% | +19.1% |
| 1Y | +80.5% | +14.4% | +66.1% | +75.3% |
| All | +80.5% | +15.0% | +65.5% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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