+253.1%
TSEM vs GSK
+31.2%
+221.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.9% | +9.8% | +7.7% |
| 7D | +6.9% | -1.8% | +8.7% | +6.7% |
| 30D | +5.3% | -2.2% | +7.5% | +5.3% |
| 3M | -14.9% | -1.8% | -13.1% | -15.3% |
| 6M | +80.0% | -10.6% | +90.6% | +83.1% |
| YTD | +89.4% | +4.4% | +84.9% | +90.1% |
| 1Y | +253.1% | +30.4% | +222.7% | +236.0% |
| All | +253.1% | +31.2% | +221.8% | +236.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling