+201.2%
TSEM vs GGLL
+188.6%
+12.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.5% | +4.5% |
| 7D | -17.5% | +3.1% | -20.6% | -18.1% |
| 30D | -44.7% | -36.3% | -8.3% | -38.8% |
| 3M | -38.9% | -40.4% | +1.5% | -31.8% |
| 6M | -36.7% | -54.6% | +17.9% | -25.3% |
| YTD | +17.0% | -31.1% | +48.1% | +22.8% |
| 1Y | +62.8% | -19.2% | +82.0% | +63.8% |
| 3Y | +471.3% | +151.5% | +319.8% | +338.0% |
| All | +201.2% | +188.6% | +12.6% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling