+676.6%
TSEM vs GPC
+0.9%
+675.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.1% | +6.7% | +7.8% |
| 7D | +6.9% | +1.2% | +5.7% | +6.9% |
| 30D | +5.3% | +6.0% | -0.7% | +5.2% |
| 3M | -14.9% | +42.6% | -57.5% | -18.1% |
| 6M | +80.0% | +22.8% | +57.3% | +76.9% |
| YTD | +89.4% | +15.5% | +73.9% | +86.2% |
| 1Y | +253.1% | +2.0% | +251.0% | +254.7% |
| All | +676.6% | +0.9% | +675.7% | +656.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling