+387.6%
TSEM vs GGLL
+328.7%
+58.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.3% | +10.2% | +8.4% |
| 7D | +6.9% | -4.8% | +11.7% | +8.1% |
| 30D | +5.3% | -13.7% | +19.0% | +8.7% |
| 3M | -14.9% | -21.9% | +6.9% | -10.9% |
| 6M | +80.0% | +11.7% | +68.4% | +70.7% |
| YTD | +89.4% | +2.3% | +87.1% | +82.9% |
| 1Y | +253.1% | +76.2% | +176.9% | +198.6% |
| 3Y | +642.1% | +245.0% | +397.1% | +427.0% |
| All | +387.6% | +328.7% | +58.9% | +236.7% |
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