+476.5%
TSEM vs GRMN
+155.8%
+320.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.6% |
| 7D | +7.0% | -0.9% | +7.8% | +7.3% |
| 30D | -29.8% | +1.2% | -31.0% | -30.2% |
| 3M | -41.9% | -8.9% | -33.0% | -40.4% |
| 6M | -45.8% | +23.0% | -68.8% | -49.6% |
| YTD | +25.1% | +41.2% | -16.1% | +10.9% |
| 1Y | +48.2% | +47.5% | +0.7% | +29.5% |
| 3Y | +476.5% | +155.8% | +320.7% | +352.9% |
| All | +476.5% | +155.8% | +320.7% | +352.9% |
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 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