+786.5%
TSEM vs GRMN
+628.7%
+157.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.5% |
| 7D | +7.0% | -0.9% | +7.8% | +7.5% |
| 30D | -29.8% | +1.2% | -31.0% | -30.5% |
| 3M | -41.9% | -8.9% | -33.0% | -39.8% |
| 6M | -45.8% | +23.0% | -68.8% | -51.4% |
| YTD | +25.1% | +41.2% | -16.1% | +4.7% |
| 1Y | +48.2% | +47.5% | +0.7% | +21.7% |
| 3Y | +476.5% | +155.8% | +320.7% | +248.5% |
| 5Y | +301.4% | +120.2% | +181.3% | +160.9% |
| All | +786.5% | +628.7% | +157.8% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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