+63.8%
TSEM vs GME
+1,495.6%
-1,431.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.6% |
| 3M | -41.9% | +39.2% | -81.1% | -43.1% |
| 6M | -45.8% | +17.1% | -62.8% | -46.4% |
| YTD | +25.1% | +28.7% | -3.6% | +22.6% |
| 1Y | +48.2% | +23.3% | +24.9% | +45.7% |
| 3Y | +476.5% | +112.9% | +363.6% | +414.7% |
| 5Y | +301.4% | -48.8% | +350.3% | +274.2% |
| 10Y | +812.9% | +478.2% | +334.8% | +317.1% |
| All | +63.8% | +1,495.6% | -1,431.8% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling