+668.0%
TSEM vs GME
+11.4%
+656.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.3% | -6.8% | -1.8% |
| 7D | +4.7% | +4.8% | -0.1% | +4.4% |
| 30D | -14.2% | +5.9% | -20.1% | -14.5% |
| 3M | -5.0% | -10.7% | +5.7% | -4.6% |
| 6M | +87.6% | -19.8% | +107.4% | +89.4% |
| YTD | +84.4% | -0.9% | +85.4% | +83.7% |
| 1Y | +235.4% | -15.7% | +251.1% | +237.2% |
| All | +668.0% | +11.4% | +656.6% | +630.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling