-36.7%
TSEM vs GGLL
-53.8%
+17.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.5% | +4.7% |
| 7D | -17.5% | +3.1% | -20.6% | -17.8% |
| 30D | -44.7% | -36.3% | -8.3% | -41.7% |
| 3M | -38.9% | -40.4% | +1.5% | -35.0% |
| 6M | -36.7% | -54.6% | +17.9% | -26.1% |
| All | -36.7% | -53.8% | +17.1% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling