+299.0%
TSEM vs GRMN
+119.5%
+179.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -40.5% |
| 6M | -45.8% | +23.0% | -68.8% | -49.5% |
| YTD | +25.1% | +41.2% | -16.1% | +11.3% |
| 1Y | +48.2% | +47.5% | +0.7% | +30.1% |
| 3Y | +476.5% | +155.8% | +320.7% | +342.0% |
| All | +299.0% | +119.5% | +179.5% | +256.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling