+655.9%
TSEM vs SGI
+59.2%
+596.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +10.4% | +9.3% | +1.1% | +7.9% |
| 30D | -12.9% | +6.9% | -19.8% | -14.6% |
| 3M | -9.2% | +2.8% | -12.0% | -10.7% |
| 6M | +98.8% | -12.6% | +111.4% | +103.9% |
| YTD | +87.2% | -21.5% | +108.7% | +96.7% |
| 1Y | +239.0% | -18.8% | +257.7% | +252.0% |
| 3Y | +679.5% | +60.8% | +618.7% | +583.6% |
| All | +655.9% | +59.2% | +596.7% | +657.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling