+1,844.0%
PEP vs TSEM
-26.1%
+1,870.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.3% |
| 7D | +4.6% | -9.5% | +14.1% | +4.9% |
| 30D | +14.0% | -35.5% | +49.5% | +15.3% |
| 3M | +5.4% | -41.6% | +46.9% | +6.7% |
| 6M | -5.1% | -30.1% | +24.9% | -5.1% |
| YTD | +3.1% | +25.7% | -22.6% | +0.7% |
| 1Y | +4.8% | +50.5% | -45.7% | +1.6% |
| 3Y | -4.1% | +501.7% | -505.8% | -12.4% |
| 5Y | +3.0% | +310.9% | -308.0% | -5.0% |
| 10Y | +89.6% | +849.8% | -760.2% | +67.9% |
| All | +1,844.0% | -26.1% | +1,870.1% | +1,442.2% |
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