+650.1%
TSEM vs GPN
-27.6%
+677.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -4.9% | -4.6% | -0.3% | -4.3% |
| 30D | -18.7% | -0.3% | -18.5% | -18.8% |
| 3M | -18.1% | +35.4% | -53.6% | -23.2% |
| 6M | +77.1% | +21.7% | +55.4% | +69.2% |
| YTD | +80.1% | +14.9% | +65.3% | +74.0% |
| 1Y | +220.4% | +3.2% | +217.2% | +218.1% |
| 3Y | +650.1% | -27.1% | +677.2% | +749.8% |
| All | +650.1% | -27.6% | +677.7% | +749.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling