+161.2%
PANW vs TSEM
+645.3%
-484.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.6% |
| 7D | -0.8% | -4.9% | +4.1% | -0.1% |
| 30D | -14.6% | -18.7% | +4.2% | -12.0% |
| 3M | +18.3% | -18.1% | +36.4% | +19.8% |
| 6M | +100.5% | +77.1% | +23.4% | +72.3% |
| YTD | +79.5% | +80.1% | -0.6% | +51.2% |
| 1Y | +66.7% | +220.4% | -153.7% | +18.7% |
| 3Y | +161.2% | +650.1% | -488.8% | +39.9% |
| All | +161.2% | +645.3% | -484.1% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling