+668.0%
TSEM vs GRMN
+179.1%
+488.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | +4.7% | -1.4% | +6.1% | +5.2% |
| 30D | -14.2% | -13.1% | -1.2% | -10.6% |
| 3M | -5.0% | +14.9% | -20.0% | -9.4% |
| 6M | +87.6% | +13.1% | +74.5% | +80.3% |
| YTD | +84.4% | +35.3% | +49.2% | +67.0% |
| 1Y | +235.4% | +16.0% | +219.4% | +217.4% |
| All | +668.0% | +179.1% | +488.9% | +546.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling