+207.6%
TSEM vs GME
-19.1%
+226.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.5% | -6.4% | -4.0% |
| 7D | +0.9% | +6.0% | -5.1% | +0.7% |
| 30D | -16.6% | +8.3% | -25.0% | -16.9% |
| 3M | -10.9% | -9.1% | -1.9% | -10.5% |
| 6M | +78.0% | -16.3% | +94.4% | +80.1% |
| YTD | +77.2% | +1.5% | +75.7% | +64.5% |
| 1Y | +207.6% | -16.3% | +223.9% | +206.6% |
| All | +207.6% | -19.1% | +226.7% | +206.6% |
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