+220.4%
TSEM vs GPN
+5.1%
+215.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.9% | -4.3% | -0.5% | -5.6% |
| 30D | -18.7% | 0.0% | -18.8% | -18.6% |
| 3M | -18.1% | +35.8% | -53.9% | -16.2% |
| 6M | +77.1% | +22.0% | +55.1% | +81.0% |
| YTD | +80.1% | +15.2% | +64.9% | +88.3% |
| 1Y | +220.4% | +3.5% | +216.9% | +235.4% |
| All | +220.4% | +5.1% | +215.3% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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