+273.0%
TSEM vs GPC
+3.6%
+269.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.2% | +5.0% |
| 7D | -17.5% | +1.6% | -19.1% | -17.7% |
| 30D | -44.7% | -2.1% | -42.6% | -44.6% |
| 3M | -38.9% | -6.8% | -32.1% | -38.4% |
| 6M | -36.7% | +18.6% | -55.3% | -39.3% |
| YTD | +17.0% | +2.7% | +14.3% | +14.5% |
| 1Y | +62.8% | +1.8% | +61.0% | +59.6% |
| 3Y | +471.3% | +1.1% | +470.2% | +440.8% |
| All | +273.0% | +3.6% | +269.4% | +226.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling