+220.4%
TSEM vs GSK
+21.8%
+198.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | -4.9% | -3.5% | -1.3% | -5.1% |
| 30D | -18.7% | -3.4% | -15.3% | -19.0% |
| 3M | -18.1% | -8.1% | -10.0% | -18.0% |
| 6M | +77.1% | -11.1% | +88.2% | +79.7% |
| YTD | +80.1% | +0.7% | +79.4% | +79.0% |
| 1Y | +220.4% | +20.1% | +200.2% | +194.5% |
| All | +220.4% | +21.8% | +198.6% | +194.5% |
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