+382.1%
TSEM vs GGLL
+328.4%
+53.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | +10.4% | +1.9% | +8.6% | +9.9% |
| 30D | -12.9% | -9.7% | -3.2% | -11.0% |
| 3M | -9.2% | -18.0% | +8.8% | -6.1% |
| 6M | +98.8% | +15.3% | +83.5% | +87.0% |
| YTD | +87.2% | +2.2% | +85.0% | +80.8% |
| 1Y | +239.0% | +73.1% | +165.9% | +187.8% |
| 3Y | +679.5% | +242.7% | +436.8% | +454.0% |
| All | +382.1% | +328.4% | +53.7% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GGLL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling