+223.7%
TSEM vs GGLL
+194.0%
+29.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | -9.5% | +5.1% | -14.6% | -10.6% |
| 30D | -35.5% | -35.5% | 0.0% | -28.8% |
| 3M | -41.6% | -39.2% | -2.4% | -35.0% |
| 6M | -30.1% | -54.4% | +24.3% | -17.5% |
| YTD | +25.7% | -29.8% | +55.5% | +31.5% |
| 1Y | +50.5% | -20.4% | +70.9% | +51.9% |
| 3Y | +501.7% | +149.7% | +352.0% | +361.0% |
| All | +223.7% | +194.0% | +29.6% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling