+633.1%
TSEM vs GTLB
-50.8%
+684.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.3% |
| 7D | +4.7% | -6.6% | +11.3% | +5.5% |
| 30D | -14.2% | +13.7% | -28.0% | -15.6% |
| 3M | -5.0% | +52.9% | -58.0% | -9.8% |
| 6M | +87.6% | +88.5% | -0.9% | +71.7% |
| YTD | +84.4% | +23.4% | +61.0% | +77.8% |
| 1Y | +235.4% | -3.8% | +239.2% | +233.7% |
| 3Y | +668.0% | -11.5% | +679.5% | +657.2% |
| All | +633.1% | -50.8% | +684.0% | +691.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling