-45.8%
TSEM vs GRMN
+20.7%
-66.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.9% |
| 7D | +7.0% | -0.9% | +7.8% | +7.0% |
| 30D | -29.8% | +1.2% | -31.0% | -29.6% |
| 3M | -41.9% | -8.9% | -33.0% | -42.0% |
| 6M | -45.8% | +23.0% | -68.8% | -48.0% |
| All | -45.8% | +20.7% | -66.4% | -48.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling