+3.7%
PEP vs TSEM
+79.9%
-76.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -8.7% | +12.5% | +3.1% |
| 7D | +7.4% | -23.1% | +30.5% | +5.6% |
| 30D | +13.3% | -40.4% | +53.7% | +10.0% |
| 3M | +3.5% | -37.9% | +41.4% | +0.9% |
| 6M | -5.9% | -30.8% | +24.9% | -7.3% |
| YTD | +2.3% | +26.7% | -24.5% | +2.3% |
| 1Y | +3.7% | +80.5% | -76.8% | +4.0% |
| All | +3.7% | +79.9% | -76.2% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling