+40.5%
TSEM vs SGI
+1,798.9%
-1,758.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.2% | -7.0% |
| 7D | +7.0% | -5.3% | +12.3% | +8.1% |
| 30D | -29.8% | -2.1% | -27.7% | -29.9% |
| 3M | -41.9% | -8.2% | -33.8% | -41.3% |
| 6M | -45.8% | -4.6% | -41.2% | -45.9% |
| YTD | +25.1% | -31.5% | +56.6% | +32.4% |
| 1Y | +48.2% | -30.8% | +79.1% | +56.7% |
| 3Y | +476.5% | +67.2% | +409.3% | +412.8% |
| 5Y | +301.4% | +42.5% | +258.9% | +256.5% |
| 10Y | +812.9% | +321.9% | +491.1% | +515.7% |
| All | +40.5% | +1,798.9% | -1,758.4% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling