+652.7%
TSEM vs GTLB
-47.1%
+699.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.1% | +6.8% | +7.7% |
| 7D | +6.9% | +11.1% | -4.2% | +5.7% |
| 30D | +5.3% | +37.8% | -32.5% | +1.6% |
| 3M | -14.9% | +61.6% | -76.5% | -19.7% |
| 6M | +80.0% | +98.9% | -18.9% | +63.9% |
| YTD | +89.4% | +32.8% | +56.6% | +81.1% |
| 1Y | +253.1% | +14.7% | +238.4% | +243.7% |
| 3Y | +642.1% | +1.3% | +640.8% | +622.3% |
| All | +652.7% | -47.1% | +699.8% | +706.6% |
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