+207.6%
TSEM vs SGI
-20.9%
+228.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -3.4% |
| 7D | +0.9% | -4.9% | +5.8% | +1.9% |
| 30D | -16.6% | +1.6% | -18.2% | -16.8% |
| 3M | -10.9% | -3.2% | -7.7% | -10.9% |
| 6M | +78.0% | -16.0% | +94.1% | +82.7% |
| YTD | +77.2% | -25.4% | +102.6% | +83.8% |
| 1Y | +207.6% | -21.6% | +229.1% | +232.2% |
| All | +207.6% | -20.9% | +228.5% | +232.2% |
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