-12.0%
PCAR vs TSEM
-41.0%
+29.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.8% | -7.3% | -2.5% |
| 7D | +0.1% | -17.5% | +17.6% | +0.3% |
| 30D | -4.6% | -44.7% | +40.1% | -3.3% |
| 3M | -22.6% | -38.9% | +16.3% | -21.8% |
| 6M | -12.0% | -36.7% | +24.7% | -10.7% |
| All | -12.0% | -41.0% | +29.0% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling