-0.4%
TSEM vs GPN
+2,449.8%
-2,450.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.6% |
| 7D | +4.7% | -6.2% | +11.0% | +6.9% |
| 30D | -14.2% | +1.0% | -15.3% | -14.7% |
| 3M | -5.0% | +36.9% | -41.9% | -15.9% |
| 6M | +87.6% | +16.8% | +70.8% | +73.6% |
| YTD | +84.4% | +13.2% | +71.2% | +70.4% |
| 1Y | +235.4% | +1.4% | +234.0% | +220.1% |
| 3Y | +668.0% | -28.6% | +696.6% | +704.1% |
| 5Y | +644.7% | -47.0% | +691.7% | +727.5% |
| 10Y | +1,326.7% | +25.2% | +1,301.5% | +1,029.0% |
| All | -0.4% | +2,449.8% | -2,450.2% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling