+1,259.9%
TSEM vs GRMN
+646.1%
+613.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +0.9% | -1.8% | +2.7% | +1.7% |
| 30D | -16.6% | -12.1% | -4.5% | -11.7% |
| 3M | -10.9% | +18.0% | -28.9% | -18.3% |
| 6M | +78.0% | +13.7% | +64.3% | +66.5% |
| YTD | +77.2% | +35.3% | +41.9% | +52.1% |
| 1Y | +207.6% | +17.2% | +190.3% | +180.0% |
| 3Y | +637.8% | +179.6% | +458.2% | +325.4% |
| 5Y | +617.0% | +75.6% | +541.4% | +433.1% |
| All | +1,259.9% | +646.1% | +613.9% | +384.3% |
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