+650.1%
TSEM vs GNRC
+61.6%
+588.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.3% | +0.4% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -18.7% | -15.7% | -3.0% | -12.4% |
| 3M | -18.1% | -27.3% | +9.2% | -5.3% |
| 6M | +77.1% | -12.1% | +89.1% | +90.9% |
| YTD | +80.1% | +37.1% | +43.0% | +65.6% |
| 1Y | +220.4% | -0.5% | +220.9% | +226.6% |
| 3Y | +650.1% | +61.5% | +588.6% | +543.6% |
| All | +650.1% | +61.6% | +588.5% | +543.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling