+397.3%
TSEM vs GTLB
-49.4%
+446.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.0% | -7.9% | -7.1% |
| 7D | +7.0% | -0.7% | +7.7% | +7.0% |
| 30D | -29.8% | -10.2% | -19.6% | -28.8% |
| 3M | -41.9% | +10.1% | -52.0% | -42.6% |
| 6M | -45.8% | +116.5% | -162.2% | -50.9% |
| YTD | +25.1% | +27.2% | -2.1% | +20.2% |
| 1Y | +48.2% | +8.6% | +39.7% | +45.4% |
| 3Y | +476.5% | +5.6% | +470.9% | +460.4% |
| 5Y | +301.4% | -61.8% | +363.3% | +348.7% |
| All | +397.3% | -49.4% | +446.6% | +435.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling