+1,248.2%
PANW vs TSEM
+1,313.0%
-64.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.7% |
| 7D | -0.8% | -4.9% | +4.1% | +0.3% |
| 30D | -14.6% | -18.7% | +4.2% | -10.9% |
| 3M | +18.3% | -18.1% | +36.4% | +20.6% |
| 6M | +100.5% | +77.1% | +23.4% | +64.1% |
| YTD | +79.5% | +80.1% | -0.6% | +43.9% |
| 1Y | +66.7% | +220.4% | -153.7% | +12.5% |
| 3Y | +161.2% | +650.1% | -488.8% | +33.1% |
| 5Y | +322.2% | +628.9% | -306.7% | +109.9% |
| All | +1,248.2% | +1,313.0% | -64.7% | +387.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling