+3,684.3%
PANW vs TSEM
+2,266.9%
+1,417.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | +2.0% | +4.7% | -2.7% | +1.0% |
| 30D | -13.0% | -14.2% | +1.3% | -10.6% |
| 3M | +28.6% | -5.0% | +33.7% | +27.1% |
| 6M | +103.0% | +87.6% | +15.4% | +68.9% |
| YTD | +81.9% | +84.4% | -2.5% | +50.0% |
| 1Y | +69.6% | +235.4% | -165.8% | +20.7% |
| 3Y | +169.4% | +668.0% | -498.5% | +54.1% |
| 5Y | +331.0% | +644.7% | -313.7% | +142.9% |
| 10Y | +1,292.3% | +1,326.7% | -34.4% | +557.5% |
| All | +3,684.3% | +2,266.9% | +1,417.4% | +1,540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling