+604.4%
TSEM vs GTLB
-49.8%
+654.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.0% | -4.1% |
| 7D | +0.9% | -4.1% | +5.0% | +1.4% |
| 30D | -16.6% | +12.3% | -29.0% | -17.8% |
| 3M | -10.9% | +65.9% | -76.8% | -16.2% |
| 6M | +78.0% | +104.0% | -25.9% | +61.3% |
| YTD | +77.2% | +26.0% | +51.2% | +70.4% |
| 1Y | +207.6% | -3.5% | +211.1% | +205.9% |
| 3Y | +637.8% | -9.6% | +647.5% | +625.8% |
| All | +604.4% | -49.8% | +654.2% | +658.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling