+80.5%
TSEM vs GSK
+14.9%
+65.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.0% | -13.8% | -6.6% |
| 7D | -23.1% | +4.9% | -28.1% | -21.2% |
| 30D | -40.4% | +9.9% | -50.3% | -38.0% |
| 3M | -37.9% | +0.2% | -38.0% | -36.3% |
| 6M | -30.8% | +2.3% | -33.1% | -29.4% |
| YTD | +26.7% | +7.1% | +19.7% | +34.5% |
| 1Y | +80.5% | +13.1% | +67.4% | +86.0% |
| All | +80.5% | +14.9% | +65.6% | +86.0% |
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