+293.0%
PCAR vs TSEM
+879.4%
-586.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.9% | -7.2% | +2.1% |
| 7D | +2.9% | -2.0% | +4.9% | +2.9% |
| 30D | -2.1% | -33.4% | +31.3% | +3.1% |
| 3M | -20.4% | -39.7% | +19.3% | -15.4% |
| 6M | -7.0% | -27.8% | +20.9% | -6.7% |
| YTD | -2.6% | +29.7% | -32.3% | -13.8% |
| 1Y | +9.8% | +81.1% | -71.4% | -9.6% |
| 3Y | +37.3% | +529.3% | -492.0% | -15.4% |
| 5Y | +116.4% | +315.0% | -198.5% | +42.0% |
| 10Y | +293.0% | +865.7% | -572.7% | +106.9% |
| All | +293.0% | +879.4% | -586.4% | +106.9% |
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 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