+253.1%
TSEM vs SGI
-17.2%
+270.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.5% | +7.3% | +7.8% |
| 7D | +6.9% | +8.5% | -1.7% | +5.4% |
| 30D | +5.3% | +0.7% | +4.6% | +5.1% |
| 3M | -14.9% | +0.6% | -15.5% | -15.4% |
| 6M | +80.0% | -17.9% | +98.0% | +84.8% |
| YTD | +89.4% | -21.2% | +110.5% | +94.6% |
| 1Y | +253.1% | -18.9% | +271.9% | +279.2% |
| All | +253.1% | -17.2% | +270.2% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling