+1,326.7%
TSEM vs GPC
+83.6%
+1,243.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | +4.7% | -0.6% | +5.3% | +4.9% |
| 30D | -14.2% | +1.3% | -15.5% | -14.6% |
| 3M | -5.0% | +37.1% | -42.1% | -15.3% |
| 6M | +87.6% | +23.2% | +64.4% | +72.8% |
| YTD | +84.4% | +13.1% | +71.4% | +72.9% |
| 1Y | +235.4% | +0.9% | +234.5% | +226.7% |
| 3Y | +668.0% | -0.8% | +668.8% | +626.1% |
| 5Y | +644.7% | +31.1% | +613.6% | +510.9% |
| 10Y | +1,326.7% | +87.4% | +1,239.3% | +901.8% |
| All | +1,326.7% | +83.6% | +1,243.1% | +901.8% |
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