+299.0%
TSEM vs GME
-49.3%
+348.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -7.0% |
| 7D | +7.0% | +2.9% | +4.0% | +6.8% |
| 30D | -29.8% | -4.8% | -25.0% | -29.5% |
| 3M | -41.9% | +39.2% | -81.1% | -43.2% |
| 6M | -45.8% | +17.1% | -62.8% | -46.5% |
| YTD | +25.1% | +28.7% | -3.6% | +22.3% |
| 1Y | +48.2% | +23.3% | +24.9% | +45.3% |
| 3Y | +476.5% | +112.9% | +363.6% | +403.5% |
| All | +299.0% | -49.3% | +348.3% | +263.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling