+80.5%
TSEM vs GPC
+6.5%
+74.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.7% | -10.5% | -8.3% |
| 7D | -23.1% | +4.1% | -27.2% | -22.3% |
| 30D | -40.4% | +0.1% | -40.5% | -40.1% |
| 3M | -37.9% | -3.9% | -34.0% | -38.1% |
| 6M | -30.8% | +24.4% | -55.2% | -29.5% |
| YTD | +26.7% | +5.7% | +21.0% | +28.1% |
| 1Y | +80.5% | +6.8% | +73.7% | +93.3% |
| All | +80.5% | +6.5% | +74.0% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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