+80.5%
TSEM vs GNRC
+17.5%
+62.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -9.5% | +0.8% | -2.7% |
| 7D | -23.1% | -6.0% | -17.1% | -19.9% |
| 30D | -40.4% | -12.0% | -28.4% | -35.2% |
| 3M | -37.9% | -13.4% | -24.5% | -32.0% |
| 6M | -30.8% | -26.4% | -4.5% | -15.6% |
| YTD | +26.7% | +38.8% | -12.1% | +15.8% |
| 1Y | +80.5% | +20.9% | +59.6% | +83.8% |
| All | +80.5% | +17.5% | +62.9% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling