+849.8%
TSEM vs GPC
+85.0%
+764.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.9% |
| 7D | -9.5% | +0.4% | -9.8% | -9.5% |
| 30D | -35.5% | -1.8% | -33.6% | -35.2% |
| 3M | -41.6% | -6.6% | -35.0% | -40.6% |
| 6M | -30.1% | +21.3% | -51.4% | -35.7% |
| YTD | +25.7% | +4.3% | +21.4% | +20.2% |
| 1Y | +50.5% | +3.3% | +47.2% | +44.3% |
| 3Y | +501.7% | +0.8% | +501.0% | +460.6% |
| 5Y | +310.9% | +7.4% | +303.5% | +261.7% |
| 10Y | +849.8% | +79.2% | +770.6% | +567.3% |
| All | +849.8% | +85.0% | +764.8% | +567.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling