+1,028.0%
TSEM vs GNRC
+2,077.0%
-1,049.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.9% |
| 7D | +4.7% | +3.2% | +1.6% | +3.8% |
| 30D | -14.2% | -9.5% | -4.7% | -11.6% |
| 3M | -5.0% | -28.5% | +23.5% | +5.1% |
| 6M | +87.6% | -10.0% | +97.5% | +95.1% |
| YTD | +84.4% | +36.7% | +47.7% | +70.4% |
| 1Y | +235.4% | +2.6% | +232.8% | +233.2% |
| 3Y | +668.0% | +61.9% | +606.1% | +560.9% |
| 5Y | +644.7% | -59.0% | +703.8% | +755.9% |
| 10Y | +1,326.7% | +444.8% | +881.9% | +615.0% |
| All | +1,028.0% | +2,077.0% | -1,049.0% | +285.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling