+80.5%
TSEM vs SGI
-10.7%
+91.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.8% | -15.6% | -9.3% |
| 7D | -23.1% | +12.1% | -35.2% | -24.1% |
| 30D | -40.4% | +12.1% | -52.5% | -41.3% |
| 3M | -37.9% | +0.4% | -38.3% | -37.7% |
| 6M | -30.8% | -4.0% | -26.8% | -30.2% |
| YTD | +26.7% | -21.2% | +48.0% | +31.1% |
| 1Y | +80.5% | -12.1% | +92.5% | +83.9% |
| All | +80.5% | -10.7% | +91.2% | +83.9% |
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