+476.5%
TSEM vs GSK
+65.8%
+410.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.5% | -6.9% |
| 7D | +7.0% | +1.1% | +5.8% | +7.1% |
| 30D | -29.8% | +6.3% | -36.1% | -29.0% |
| 3M | -41.9% | +1.8% | -43.7% | -41.4% |
| 6M | -45.8% | +1.7% | -47.4% | -45.3% |
| YTD | +25.1% | +6.5% | +18.6% | +27.3% |
| 1Y | +48.2% | +9.5% | +38.8% | +50.8% |
| 3Y | +476.5% | +65.3% | +411.2% | +517.1% |
| All | +476.5% | +65.8% | +410.7% | +517.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling