+721.1%
TSEM vs GRAB
-74.3%
+795.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.3% | +1.5% |
| 7D | -4.9% | -10.8% | +6.0% | -3.6% |
| 30D | -18.7% | -15.5% | -3.2% | -17.1% |
| 3M | -18.1% | -9.0% | -9.2% | -17.5% |
| 6M | +77.1% | -21.6% | +98.7% | +81.7% |
| YTD | +80.1% | -38.9% | +119.0% | +90.0% |
| 1Y | +220.4% | -44.8% | +265.2% | +241.7% |
| 3Y | +650.1% | -18.4% | +668.5% | +667.1% |
| 5Y | +628.9% | -71.6% | +700.5% | +678.9% |
| All | +721.1% | -74.3% | +795.5% | +797.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 10y: compounded portfolio wealth divided by compounded GRAB 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…
10y analysis · Full analysis span regression · 6 months rolling