+1,820.5%
PEP vs TSEM
-23.8%
+1,844.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.9% | -10.5% | +0.1% |
| 7D | +1.0% | -2.0% | +3.0% | +1.0% |
| 30D | +12.6% | -33.4% | +46.0% | +13.8% |
| 3M | +3.1% | -39.7% | +42.8% | +4.4% |
| 6M | -6.3% | -27.8% | +21.5% | -6.3% |
| YTD | +1.9% | +29.7% | -27.8% | -0.6% |
| 1Y | +3.3% | +81.1% | -77.9% | -0.5% |
| 3Y | -4.8% | +529.3% | -534.1% | -13.2% |
| 5Y | +2.0% | +315.0% | -312.9% | -5.8% |
| 10Y | +80.3% | +865.7% | -785.4% | +59.7% |
| All | +1,820.5% | -23.8% | +1,844.3% | +1,422.3% |
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